Recursive Quantile Estimation with Application to Value at Risk

regression quantile;stochastic approximation

Ruan, Chen ; Dave Dickey, Committee Member,Dennis Boos, Committee Member,Denis Pelletier, Committee Member,Peter Bloomfield, Committee Chair,Ruan, Chen ; Dave Dickey ; Committee Member ; Dennis Boos ; Committee Member ; Denis Pelletier ; Committee Member ; Peter Bloomfield ; Committee Chair

University:North Carolina State University

关键词: regression quantile;    stochastic approximation;   

Others  :  https://repository.lib.ncsu.edu/bitstream/handle/1840.16/4259/etd.pdf?sequence=1&isAllowed=y

美国|英语

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