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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST
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Distribution Kernel Estimator of VaR and Its Applications for Mixing Sequences
HU ZhiMin, XI Huan, HUANG MingHui
Department of Statistics, Shanghai University of Finance and Economics Zhejiang College, Jinhua, 321013, China,School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, 200433, China, Postal Savings Bank of China Nanning Branch,Nanning, 530022, China

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