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20152020
most citedEstimation of the marginal expected shortfall under asymptotic independence

3 citations · 4 across the 4 of their papers we have counts for

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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…