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The asymptotic distribution of the unconditional quantile estimator under dependence - MaRDI portal

The asymptotic distribution of the unconditional quantile estimator under dependence (Q2483892)

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The asymptotic distribution of the unconditional quantile estimator under dependence
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    The asymptotic distribution of the unconditional quantile estimator under dependence (English)
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    1 August 2005
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    Parametric quantile estimator
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    Mixing
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    Convex stochastic optimization
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