3 citations · 4 across the 13 of their papers we have counts for
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Results on standard estimators in the Cox model
Cécile Durot, Eni Musta
We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator and of the the Breslow estimator . The asymptotic properti…
On the -error of the Grenander-type estimator in the Cox model
Cécile Durot, Eni Musta
We consider the Cox regression model and study the asymptotic global behavior of the Grenander-type estimator for a monotone baseline hazard function. This model is not included in…
Central limit theorems for the -error of smooth isotonic estimators
Hendrik P. Lopuhaä, Eni Musta
We investigate the asymptotic behavior of the -distance between a monotone function on a compact interval and a smooth estimator of this function. Our main result is a central…
Estimation of the marginal expected shortfall under asymptotic independence
Juan-Juan Cai, Eni Musta
We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positive associated, which is modeled by the so-cal…
The distance between a naive cumulative estimator and its least concave majorant
Hendrik P. Lopuhaä, Eni Musta
We consider the process , where is a cadlag step estimator for the primitive of a nonincreasing function on , and is the least c…
A central limit theorem for the Hellinger loss of Grenander type estimators
Hendrik P. Lopuhaä, Eni Musta
We consider Grenander type estimators for a monotone function , obtained as the slope of a concave (convex) estimate of the primitive of . Our main result…