Hochschulschrift

Quantile regression in risk calibration

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: Berlin, Humboldt Universität zu Berlin, Diss., 2015

Classification: Mathematik

Keyword: Regressionsanalyse
Theorie

Event: Veröffentlichung

(where): Berlin

(who): Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät

(when): 2015

Creator: Chao, Shih-Kang

Contributor: Härdle, Wolfgang
Spokoiny, Vladimir

URN: urn:nbn:de:kobv:11-100230550

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:43 PM CET

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Hochschulschrift

Associated

Chao, Shih-Kang
Härdle, Wolfgang
Spokoiny, Vladimir
Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät

Time of origin

2015

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Quantile regression in risk calibration

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Other Objects (12)

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Calibration Risk for Exotic Options

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Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

Factorisable Multi-Task Quantile Regression

Calibration Risk for Exotic Options

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Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

Adaptive methods for risk calibration

Confidence corridors for multivariate generalized quantile regression

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

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Generalized quantile regression

Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

Factorisable Multi-Task Quantile Regression

Calibration Risk for Exotic Options

Partial Linear Quantile Regression and Bootstrap Confidence Bands

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Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

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Confidence corridors for multivariate generalized quantile regression

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