Bank loan recovery rates: Measuring and nonparametric density estimation

Optimal Global Rates of Convergence for Nonparametric Regression

Charles J. Stone · The Annals of Statistics · 1982 · 1.5K citations · Full text

Natural Sciences, Computer Science, Econometrics +6

Approximation Theorems of Mathematical Statistics.

R. J. Serfling · Biometrics · 1981 · 1.1K citations

Natural Sciences, Mathematics, Probability Theory +13

An Econometric Model of the Term Structure of Interest-Rate Swap Yields

Darrell Duffie, Kenneth J. Singleton · The Journal of Finance · 1997 · 620 citations

Business, Economics, Finance +17

An Asymptotically Optimal Window Selection Rule for Kernel Density Estimates

Charles J. Stone · The Annals of Statistics · 1984 · 407 citations · Full text

Natural Sciences, Biostatistics, Econometrics +12

Measuring Corporate Bond Mortality and Performance

Edward I. Altman · The Journal of Finance · 1989 · 402 citations

Business, Economics, Finance +12