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

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-.1016/j.jspi.2010.01.002
@@ Property / DOI: 10.1016/j.jspi.2010.01.002 / rank @@
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+VaR is subject to a significant positive bias
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+The Bahadur representation for sample quantiles under weak dependence
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+Bahadur representation of the kernel quantile estimator under random censorship
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+A Smooth Nonparametric Estimator of a Quantile Function
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+Normal rank