The asymptotic distribution of the unconditional quantile estimator under dependence
Oberhofer, Walter and Haupt, Harry (2005) The asymptotic distribution of the unconditional quantile estimator under dependence. Statistics & Probability Letters 73 (3), pp. 243-250.Date of publication of this fulltext: 19 Dec 2024 15:00
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| Item type | Article | ||||
| Journal or Publication Title | Statistics & Probability Letters | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
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| Place of Publication: | AMSTERDAM | ||||
| Volume: | 73 | ||||
| Number of Issue or Book Chapter: | 3 | ||||
| Page Range: | pp. 243-250 | ||||
| Date | 2005 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Entpflichtete oder im Ruhestand befindliche Professoren > Prof. em. Dr. Walter Oberhofer | ||||
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| Keywords | REGRESSION QUANTILES; TIME-SERIES; parametric quantile estimator; mixing; convex stochastic optimization | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 70653 |
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