The asympotic properties of the sample quantile estimator of VaR under positive associated samples (Q2824051)
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scientific article; zbMATH DE number 6634710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asympotic properties of the sample quantile estimator of VaR under positive associated samples |
scientific article; zbMATH DE number 6634710 |
Statements
6 October 2016
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positive association
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VaR
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quantile estimates
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Bahadur representation
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0.87926185
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0.8686392
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0.8596111
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0.8536636
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0.85232323
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0.8496941
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The asympotic properties of the sample quantile estimator of VaR under positive associated samples (English)
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