Nonparametric quantile estimations for dynamic smooth coefficient models (Q5414031)
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scientific article; zbMATH DE number 6291419
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| English | Nonparametric quantile estimations for dynamic smooth coefficient models |
scientific article; zbMATH DE number 6291419 |
Statements
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models (English)
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2 May 2014
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bandwidth selection
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boundary effect
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covariance estimation
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kernel smoothing method
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nonlinear time series
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quantile regression
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value-at-risk
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varying coefficients
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0.9846548438072203
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0.8233620524406433
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0.8066442012786865
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0.8051403760910034
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0.7851123809814453
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