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Q4902810 - MaRDI portal

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scientific article; zbMATH DE number 6126659
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English
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scientific article; zbMATH DE number 6126659

    Statements

    author
    Xin Yang
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    publication date
    18 January 2013
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    zbMATH Keywords
    VaR
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    kernel quantile estimator
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    choice of bandwidth
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B82
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    62-07
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    62M10
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    62G10
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    62G05
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    zbMATH DE Number
    6126659
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