Pages that link to "Item:Q2177715"

The following pages link to Asymptotics for the linear kernel quantile estimator (Q2177715):

Displaying 13 items.

• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
• A Marcinkiewicz-Zygmund type strong law for weighted sums of \(\phi \)-mixing random variables and its applications (Q2235908) (← links)
• The Bahadur representation for sample quantiles under dependent sequence (Q2274175) (← links)
• \(\mathcal L_1\)-deficiency of the sample quantile estimator with respect to a kernel quantile estimator (Q2435768) (← links)
• Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
• (Q3640130) (← links)
• A kernel nonparametric quantile estimator for right-censored competing risks data (Q5036965) (← links)
• Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes (Q5177575) (← links)
• Distribution kernel estimator of VaR and its applications for mixing sequences (Q5383672) (← links)
• Statistical inference for a heteroscedastic regression model with <i>φ</i>-mixing errors (Q5867489) (← links)
• An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
• <i>L</i>² consistency of the kernel quantile estimator (Q6164691) (← links)
• Some improved results on Berry–Esséen bounds for strong mixing random variables and applications (Q6168298) (← links)