Meanimiles

MaRDI QIDQ7378745CRANFDO

Authors Dieter Debrauwer

Last update 21 April 2026

Copyright license GNU General Public License

Software version identifier 0.1.0

Description

Provides a comprehensive suite of estimation tools for meanimiles, a general class of (risk) functionals. This package includes nonparametric estimators for univariate meanimile evaluation, copula-based estimation for portfolio risk aggregation (full parametric, semiparametric, and nonparametric), and novel estimators for meanimiles in regression settings. Following the articles D. Debrauwer, I. Gijbels, and K. Herrmann (2025) <doi:10.1214/25-EJS2391>, D. Debrauwer and I. Gijbels (2026) <doi:10.1007/s00184-026-01022-9>.

Cites work

• Copula-based estimation of meanimiles of aggregated risks
• On a general class of functionals: statistical inference and application to risk measures

This page was built for software: Meanimiles