Smoothed block empirical likelihood for quantiles of weakly dependent processes

Statistica Sinica

Volumn 19, Issue 1, 2009, Pages 71-81

  Chen, Song Xi ^a,b,d,e   Wong, Chiu Min ^c  

^a IOWA STATE UNIVERSITY   (United States)

^b PEKING UNIVERSITY   (China)

^c Temasek Junior College   (Singapore)

^d Iowa State University   (United States)

^e Peking University   (China)

Author keywords

Alpha mixing; Empirical likelihood; Kernel smoothing; Quantile; Value at risk

Indexed keywords

EID: 64549152039     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (21)

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