Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion

DOI10.1016/j.jeconom.2014.08.011zbMath1331.62256OpenAlexW2129439389MaRDI QIDQ2343759

Could not fetch data.

Publication date: 6 May 2015

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.08.011

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.