Symmetrized multivariate k-NN estimators
Year of publication: |
2015
|
---|---|
Authors: | Fan, Yanqin ; Liu, Ruixuan |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 6/10, p. 828-848
|
Subject: | Conditional empirical process | Conditional quantile process | Copula | Local oscillation of empirical processes | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Analyse | Multivariate analysis |
-
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone, (2022)
-
Copula-Based Semiparametric Models for Multivariate Time Series
Remillard, Bruno, (2011)
-
Racine, Jeffrey, (2015)
- More ...
-
Chen, Heng, (2016)
-
A direct approach to inference in nonparametric and semiparametric quantile models
Fan, Yanqin, (2016)
-
Inference for optimal split point in conditional quantiles
Fan, Yanqin, (2016)
- More ...