Publication:3094073
From MaRDI portal
DOI10.5705/ss.2009.073zbMath1232.62116MaRDI QIDQ3094073
Publication date: 21 October 2011
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.2009.073
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
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