Recursive Quantile Estimation with Application to Value at Risk

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dc.contributor.advisorDave Dickey, Committee Memberen_US
dc.contributor.advisorDennis Boos, Committee Memberen_US
dc.contributor.advisorDenis Pelletier, Committee Memberen_US
dc.contributor.advisorPeter Bloomfield, Committee Chairen_US
dc.contributor.authorRuan, Chenen_US
dc.date.accessioned2010-04-02T18:50:08Z
dc.date.available2010-04-02T18:50:08Z
dc.date.issued2008-04-25en_US
dc.degree.disciplineStatisticsen_US
dc.degree.leveldissertationen_US
dc.degree.namePhDen_US
dc.identifier.otheretd-03182007-181049en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/4259
dc.rightsI hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dis sertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report.en_US
dc.subjectregression quantileen_US
dc.subjectstochastic approximationen_US
dc.titleRecursive Quantile Estimation with Application to Value at Risken_US

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