A smooth block bootstrap for quantile regression with time series
type: Item
instance of: scholarly article
title: A smooth block bootstrap for quantile regression with time series
zbMATH Open document ID: 1392.62128
DOI: 10.1214/17-AOS1580
author: Karl B. Gregory
author: Daniel J. Nordman
author: Soumendra N. Lahiri
published in: The Annals of Statistics
publication date: 2018-06-29T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1525313078
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6897925
zbMATH Keywords: kernel smoothing
zbMATH Keywords: jackknife after bootstrap
zbMATH Keywords: moving blocks
zbMATH Keywords: tapering
zbMATH Keywords: value at risk
describes a project that uses: quantreg
describes a project that uses: astsa
describes a project that uses: CAViaR
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 6897925