1. Efficient parameter estimation methods using quantile regression in heteroscedastic models Open Access Author: Xu, Zhanxiong Title: Efficient parameter estimation methods using quantile regression in heteroscedastic models Graduate Program: Statistics Keywords: quantile regressionheteroscedastic modelsoptimal weightingcomposite quantile regression File: Download Final_Dissertation.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorZhibiao Zhao, Committee Chair/Co-ChairRunze Li, Committee MemberLingzhou Xue, Committee MemberTao Yao, Outside Member
2. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL Open Access Author: Wang, Chuan-Sheng Title: SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL Graduate Program: Statistics Keywords: BootstrapConditional expected shortfallConditional Value-at-RiskNonlinear time seriesQuantile regressionSemiparametric methods File: Download Chuan-Sheng_s_Dissertation_-_Final.pdf Committee Members: Zhibiao Zhao, Dissertation Advisor/Co-AdvisorZhibiao Zhao, Committee Chair/Co-ChairRunze Li, Committee MemberLingzhou Xue, Committee MemberFuqing Zhang, Outside Member
