Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...
Nonparametric estimation under shape constraints represents a vibrant field that bridges rigorous mathematical theory with practical applications. This approach leverages inherent qualitative ...
Two forms of CoVaR have recently been introduced in the literature for measuring systemic risk, differing on whether or not the conditioning is on a set of measure zero. We focus on the former, and ...
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