Multivariate Tests of Mean-Variance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach
| Year of publication: |
2007
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| Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 25.2007, 4, p. 398-410
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