Atlanta, GA 30332
United States
Georgia Institute of Technology
Asymptotic Mean Squared Error, Extreme Tail Probability, High Quantile, Regular Variation, Weibull Tail Coefficient
profile empirical likelihood, estimating equation, Jackknife
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ARMA model, conditional median, heavy tail, least absolute deviation estimation, local-linear regression, prediction, regular variation, p-mixing, stable distribution, strong mixing, time series analysis
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Empirical likelihood method, random coefficient autoregression, weighted estimation
