Santanu Dutta

Available identifiers

Publication	Date of Publication	Type
Modeling long term return distribution and nonparametric market risk estimation	2023-06-30	Paper
Kernel based estimation of the distribution function for length biased data	2022-04-04	Paper
Nonparametric estimation of 100(1 − p)% expected shortfall: p → 0 as sample size is increased	2018-06-01	Paper
Extreme quantile estimation based on financial time series	2017-10-27	Paper
Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths	2017-05-02	Paper
Cross-validation Revisited	2016-05-30	Paper
Consistency of multivariate density estimators using random bandwidths	2016-05-25	Paper
Distribution function estimation via Bernstein polynomial of random degree	2016-04-05	Paper
Local Smoothing for Kernel Distribution Function Estimation	2015-06-24	Paper
Local Smoothing Using the Bootstrap	2014-05-23	Paper
Pointwise and uniform convergence of kernel density estimators using random bandwidths	2014-03-14	Paper
Robustness of designs for model discrimination	2013-03-12	Paper
Density estimation using bootstrap bandwidth selector	2013-01-25	Paper
Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate	2011-03-08	Paper

This page was built for person: Santanu Dutta