eTD Explore

Start Over Committee Member Runze Li Committee Member Zhibiao Zhao Keyword Bootstrap Keyword Bootstrap Author Last Name Wang

Open Access

Author:: Wang, Chuan-Sheng
Title:: SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL
Graduate Program:: Statistics
Keywords:: Bootstrap
Conditional expected shortfall
Conditional Value-at-Risk
Nonlinear time series
Quantile regression
Semiparametric methods
File:: Download Chuan-Sheng_s_Dissertation_-_Final.pdf
Committee Members:: Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Zhibiao Zhao, Committee Chair/Co-Chair
Runze Li, Committee Member
Lingzhou Xue, Committee Member
Fuqing Zhang, Outside Member

Search