Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Asymptotic normality of the kernel quantile estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new distribution-free quantile estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a distribution-free quantile estimator. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840210 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak and strong uniform consistency of the kernel estimate of a density and its derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing methods in statistics / rank
 
Normal rank

Latest revision as of 10:58, 6 June 2024

scientific article; zbMATH DE number 1994487
Language Label Description Also known as
English
Nonparametric Estimation for Risk in Value-at-Risk Estimator
scientific article; zbMATH DE number 1994487

    Statements

    Identifiers