Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (Q5414031): Difference between revisions
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Latest revision as of 22:04, 19 March 2024
scientific article; zbMATH DE number 6291419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models |
scientific article; zbMATH DE number 6291419 |
Statements
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (English)
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2 May 2014
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bandwidth selection
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boundary effect
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covariance estimation
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kernel smoothing method
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nonlinear time series
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quantile regression
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value-at-risk
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varying coefficients
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