Bahadur representation of linear kernel quantile estimator...

Bahadur representation of linear kernel quantile estimator of VaR under assumptions

Xianglan Wei, Shanchao Yang, Keming Yu, Xin Yang, Guodong Xing
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Volume:
140
Year:
2010
Language:
english
Pages:
15
DOI:
10.1016/j.jspi.2010.01.002
File:
PDF, 240 KB
english, 2010
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