3 citations · 4 across the 3 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2019★ 1 cited
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…
math.ST2017★ 3 cited
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…
math.ST2015
Functional Cramer-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
Eni Musta, Maurizio Pratelli, Dario Trevisan
We investigate the problems of drift estimation for a shifted Brownian motion and intensity estimation for a Cox process on a finite interval , when the risk is given by the…