Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
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Publication:963848
DOI10.1016/j.jspi.2010.01.002zbMath1184.62056OpenAlexW2050858914MaRDI QIDQ963848
Xin Yang, Xianglan Wei, Shan-chao Yang, Guo-Dong Xing, Ke-ming Yu
Publication date: 14 April 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.01.002
Bahadur representationmean square errorstrong consistencykernel quantile estimator\(\alpha \)-mixingVaR
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