Application of Nonparametric Quantile Regression to Estimating Value at Risk.

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dc.contributor.advisorPeter Bloomfield, Chairen_US
dc.contributor.advisorSastry Pantula, Memberen_US
dc.contributor.advisorHuixia Wang, Memberen_US
dc.contributor.advisorDenis Pelletier, Memberen_US
dc.contributor.authorLi, Wanyingen_US
dc.date.accepted2011-11-21en_US
dc.date.accessioned2011-12-03T06:31:22Z
dc.date.available2011-12-03T06:31:22Z
dc.date.defense2011-10-10en_US
dc.date.issued2011-10-10en_US
dc.date.released2011-12-03en_US
dc.date.reviewed2011-10-11en_US
dc.date.submitted2011-10-10en_US
dc.degree.disciplineStatisticsen_US
dc.degree.leveldissertationen_US
dc.degree.nameDoctor of Philosophyen_US
dc.identifier.otherdeg1178en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/7408
dc.rightsen_US
dc.titleApplication of Nonparametric Quantile Regression to Estimating Value at Risk.en_US

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