Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance
by Gabriel Frahm; Uwe Jaekel
| Year of publication: |
Apr. 2007
|
|---|---|
| Other Persons: | Frahm, Gabriel (contributor) ; Jaekel, Uwe (contributor) |
| Publisher: |
Köln : Univ., Seminar für Wirtschafts- und Sozialstatistik |
| Subject: | Zeitreihenanalyse | Time series analysis | Lineare Algebra | Linear algebra | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Theorie | Theory |
freely available
| Extent: | Online-Ressource, 22 S., Text graph. Darst. |
|---|---|
| Series: | Discussion papers in statistics and econometrics. - Köln : Dep. of Economic and Social Statistics, ZDB-ID 2195124-X. - Vol. 07,2 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/26740 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003449387