Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848): Difference between revisions

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Latest revision as of 10:16, 10 December 2024

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Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
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    Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (English)
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    14 April 2010
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    VaR
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    kernel quantile estimator
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    \(\alpha \)-mixing
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    Bahadur representation
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    strong consistency
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    mean square error
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