Common functional component modelling
Year of publication: |
2005-03
|
---|---|
Authors: | Benko, Michal ; Kneip, Alois |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | nonparametric risk management | generalized hyperbolic distribution | functional data analysis |
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