Pages that link to "Item:Q2824051"
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The following pages link to The asympotic properties of the sample quantile estimator of VaR under positive associated samples (Q2824051):
Displaying 3 items.
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences (Q6589367) (← links)