MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01615nam a22002417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240319134112.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240319b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
|---|
| International Standard Serial Number |
02664666 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB139.T52 ECO |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Xu, Ke-li |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Nonparametric inference for conditional quantiles of time series |
| Statement of responsibility, etc. |
created by Ke-Li Xu |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cambridge: |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2013. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Econometric theory |
| Volume/sequential designation |
Volume 29, number 4 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
This paper considers model-free hypothesis testing and confidence interval construction for conditional quantiles of time series. A new method, which is based on inversion of the smoothed empirical likelihood of the conditional distribution function around the local polynomial estimator, is proposed. The associated inferential procedures do not require variance estimation, and the confidence intervals are automatically shaped by data. We also construct the bias-corrected empirical likelihood, which does not require undersmoothing. Limit theories are developed for mixing time series. Simulations show that the proposed methods work well in finite samples and outperform the normal confidence interval. An empirical application to inference of the conditional value-at-risk of stock returns is also provided. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Time series analysis |
| Form subdivision |
Nonparametric statistics | |
| General subdivision |
Theory |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
: https://doi.org/10.1017/S0266466612000667 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |