„conditional quantile estimation“
Suchergebnisse
1.000+ Treffer
-
Nonparametric estimation of a maximum of quantiles
-
Essays on Machine Learning in Risk Management, Option Pricing, and Insurance Economics
-
Essays on the Statistics of Financial Markets
-
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models
-
Semiparametric estimation of conditional quantiles for time series, with applications in finance
-
Nonparametric Estimate for Conditional Quantiles of Time Series
-
Conditional Systemic Risk with Penalized Copula
-
Conditional quantile estimation for GARCH model based on mixed-frequency data
-
Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
-
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
-
Semiparametric estimation of conditional quantiles for time series, with applications in finance
-
Estimation of conditional quantiles by a new smoothing approximation of asymmetric loss functions
-
Estimation of stability index for symmetric $$\alpha $$ α -stable distribution using quantile conditional variance ratios
-
Nonparametric Estimation of a Conditional Quantile for α-Mixing Processes
-
A Non‐parametric Conditional Bivariate Reference Region with an Application to Height/Weight Measurements on Normal Girls
-
Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles
-
Self-weighted quantile estimation of autoregressive conditional duration model
-
Variable data driven bandwidth choice in nonparametric quantile regression
-
Simultaneous Estimation of Multiple Conditional Regression Quantiles
-
Reference Curves Estimation Using Conditional Quantile and Radial Basis Function Network with Mass Constraint