Pages that link to "Item:Q963848"

The following pages link to Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848):

Displaying 19 items.

• The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence (Q651068) (← links)
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence (Q744753) (← links)
• Frequency polygon estimation of density function for dependent samples (Q892878) (← links)
• Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors (Q2038963) (← links)
• Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
• Uniform strong consistency of histogram density estimation for dependent process (Q2979951) (← links)
• The Bahadur representation of sample quantiles for <i>φ</i>-mixing random variables and its application (Q5004991) (← links)
• A kernel nonparametric quantile estimator for right-censored competing risks data (Q5036965) (← links)
• Uniformly strong consistency and Berry-Esseen bound of frequency polygons for <i>α</i>-mixing samples (Q5086157) (← links)
• Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes (Q5177575) (← links)
• (Q5322637) (← links)
• The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences (Q5367295) (← links)
• Distribution kernel estimator of VaR and its applications for mixing sequences (Q5383672) (← links)
• Some improved results on Berry–Esséen bounds for strong mixing random variables and applications (Q6168298) (← links)
• Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process (Q6498642) (← links)
• A new non-parametric estimation of the expected shortfall for dependent financial losses (Q6556777) (← links)
• Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)
• Strong consistency of parameter estimation for the CIR integrated diffusion process with long-span high-frequency data (Q6641323) (← links)