Santanu Dutta

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modeling long term return distribution and nonparametric market risk estimation
Sankhyā. Series B
2023-06-30Paper
Kernel based estimation of the distribution function for length biased data
Metrika
2022-04-04Paper
Nonparametric estimation of \(100(1-p)\%\) expected shortfall: \(p\to 0\) as sample size is increased
Communications in Statistics. Simulation and Computation
2018-06-01Paper
Extreme quantile estimation based on financial time series
Communications in Statistics. Simulation and Computation
2017-10-27Paper
Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths
Communications in Statistics: Theory and Methods
2017-05-02Paper
Cross-validation revisited
Communications in Statistics. Simulation and Computation
2016-05-30Paper
Consistency of multivariate density estimators using random bandwidths
Communications in Statistics. Theory and Methods
2016-05-25Paper
Distribution function estimation via Bernstein polynomial of random degree
Metrika
2016-04-05Paper
Local smoothing for kernel distribution function estimation
Communications in Statistics. Simulation and Computation
2015-06-24Paper
Local smoothing using the bootstrap
Communications in Statistics. Simulation and Computation
2014-05-23Paper
Pointwise and uniform convergence of kernel density estimators using random bandwidths
Statistics & Probability Letters
2014-03-14Paper
Robustness of designs for model discrimination
Journal of Multivariate Analysis
2013-03-12Paper
Density estimation using bootstrap bandwidth selector
Statistics & Probability Letters
2013-01-25Paper
Estimation of the MISE and the optimal bandwidth vector of a product kernel density estimate
Journal of Statistical Planning and Inference
2011-03-08Paper


Research outcomes over time


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