Kernel estimation of quantile sensitivities

DOI10.1002/nav.20358zbMath1185.91134OpenAlexW1985734023MaRDI QIDQ5187931

L. Jeff Hong, Guangwu Liu

Publication date: 9 March 2010

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20358

zbMATH Keywords

asymptotic propertieskernel estimatorexamplesquantile sensitivities

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82)

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