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

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