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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.ST2018

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…