Browsing School of Pure and Applied Sciences by Subject "Local linear"

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Bootstrap Uniform Confidence Bands for A Local Linear Nonparametric Estimator and Applications to Financial Risk Management

Ananda, O. K.; Mwita, Peter N. (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 ...