Browsing by Subject "Consistency"
Now showing items 1-4 of 4
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Bootstrap Uniform Confidence Bands for A Local Linear Nonparametric Estimator and Applications to Financial Risk Management
(2012)This paper considers the problem of bootstrapping a local linear estimator in conditional quantile estimation of a financial time series assuming independent and identically distributed errors. A nonparametric ... -
Conditional scale function estimate in the presence of unknown conditional quantile function
(African Network of Scientific and Technical Institutions (ANSTI), 2005)Standard approach for modeling and understanding the variability of statistical data or, generally, dependant data, is often based on the mean variance regression models. However, the assumptions employed on standardized ... -
Estimation of Critical Streamflow Discharge Level Using Nonparametric Quantile Regression Model
(2016)Various parametric models have been designed to analyze volatility in river flow time series data. For maximum likelihood estimation these parametric methods assumes a known conditional distribution. This paper considers ... -
Estimation of T- period’s ahead extreme quantile autoregression function
(African Journal of Mathematics and Computer Science Research, 2010)This paper considers the estimation of extreme quantile autoregression function by using a parametric model. We combine direct estimation of quantiles in the middle region with that of extreme parts using the model and ...
