Meanimiles - Estimation of Meanimiles
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>.