scientific article

zbMath1153.62022MaRDI QIDQ3600722

Chiu Min Wong, Song Xi Chen

Publication date: 5 February 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N1/J19N13/J19N13.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

alpha-mixingkernel smoothingvalue-at-riskquantileempirical likelihoodAR(2) model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

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