Bahadur representation of linear kernel quantile estimator of VaR under assumptions
- 作者Xianglan Wei; Shanchao Yang; Keming Yu; Xin Yang; Guodong Xing
- 卷第140卷
- 期第7期
- 印刷ISSN0378-3758
- 文件大小240.05KB
- 发表时间2010
- DOI10.1016/j.jspi.2010.01.002
- 页码1620-1634
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