E. Musta

activity

20152020

most citedEstimation of the marginal expected shortfall under asymptotic independence

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

collaborators

Showing 2019Show all

2 papers · 1 filter

math.ST2019

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 $β^_{n}$ and of the the Breslow estimator $Λ_{n}$ . The asymptotic properti…

math.ST2019★ 1 cited

On the $L_{p}$ -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…

Results on standard estimators in the Cox model

On the Lp​-error of the Grenander-type estimator in the Cox model

On the $L_{p}$ -error of the Grenander-type estimator in the Cox model