Nonparametric Estimation of Operational Risk Losses Adjusted for Underreporting

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

Locally parametric nonparametric density estimation

Nils Lid Hjort, M. C. Jones · The Annals of Statistics · 1996 · 323 citations · Full text

Natural Sciences, Biostatistics, Econometrics +16

Transformations in Density Estimation

M. P. Wand, J. S. Marron, David Ruppert · Journal of the American Statistical Association · 1991 · 284 citations

Computing, Data Science, Data Analytics +11

Nonparametric Density Estimation with a Parametric Start

Nils Lid Hjort, Ingrid K. Glad · The Annals of Statistics · 1995 · 261 citations · Full text

Natural Sciences, Biostatistics, Econometrics +16

Statistical models and shoe leather

David A. Freedman · Mathematical Social Sciences · 1989 · 248 citations

Natural Sciences, Mathematics, Statistical Modeling +2