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20122016
most citedDeriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes

41 citations · 52 across the 3 of their papers we have counts for

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math.ST2016

Statistical inference for expectile-based risk measures

Volker Krätschmer, Henryk Zähle

Expectiles were introduced by Newey and Powell (1987) in the context of linear regression models. Recently, Bellini et al. (2014) revealed that expectiles can also be seen as reaso…