Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
type: Item
instance of: scholarly article
title: Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
zbMATH Open document ID: 1184.62056
author: Xianglan Wei
author: Xin Yang
author: Shanchao Yang
author: Keming Yu
author: Guo-Dong Xing
published in: Journal of Statistical Planning and Inference
publication date: 2010-04-14T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5692743
zbMATH Keywords: VaR
zbMATH Keywords: kernel quantile estimator
zbMATH Keywords: \(\alpha \)-mixing
zbMATH Keywords: Bahadur representation
zbMATH Keywords: strong consistency
zbMATH Keywords: mean square error
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.01.002
OpenAlex ID: W2050858914
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DOI: 10.1016/J.JSPI.2010.01.002
description: scientific article; zbMATH DE number 5692743