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Start Over Graduate Program Statistics Committee Member Runze Li Committee Member Zhibiao Zhao Keyword Bootstrap Keyword Nonlinear time series Author Last Name Wang

1. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL

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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

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