A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Year of publication: |
2000
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Other Persons: | Bertail, Patrice (contributor) |
Publisher: |
La Jolla, CA |
Subject: | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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