Pages that link to "Item:Q3557546"
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The following pages link to SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES (Q3557546):
Displaying 12 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Conditional empirical likelihood estimation and inference for quantile regression models (Q290977) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Semiparametric efficiency for partially linear single-index regression models (Q2252907) (← links)
- Estimating value-at-risk and expected shortfall using the intraday low and range data (Q2272312) (← links)
- ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES (Q2845021) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Quantile-Regression Inference With Adaptive Control of Size (Q5242483) (← links)
- Sequential testing for elicitable functionals via supermartingales (Q6201853) (← links)
