Nonparametric kernel estimation of expected shortfall under negatively associated sequences
DOI10.1080/03610926.2019.1584303OpenAlexW2921147173WikidataQ128293810 ScholiaQ128293810MaRDI QIDQ5077216
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1584303
asymptotic propertiesMSEnegatively associated sequenceexpected shortfalloptimal bandwidthnonparametric kernel estimatorBahadur type expansion
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Statistics (62-XX)
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