The asymptotic distribution of the unconditional quantile estimator under dependence (Q2483892)
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scientific article; zbMATH DE number 2190398
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| English | The asymptotic distribution of the unconditional quantile estimator under dependence |
scientific article; zbMATH DE number 2190398 |
Statements
The asymptotic distribution of the unconditional quantile estimator under dependence (English)
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1 August 2005
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Parametric quantile estimator
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Mixing
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Convex stochastic optimization
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0.8492398262023926
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0.8260622024536133
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0.8155102133750916
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0.8154105544090271
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0.8094404935836792
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