Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
relationship between a dependent variable y 2 R and explanatory variables
X 2Rp. This relationship can be, without prior knowledge … variance of residuals. Whereas
L-estimators do not require the knowledge of , in the case of M-estimators,
robust choices of …://sfb649.wiwi.hu-berlin.de.
001 "Nonparametric Risk Management with Generalized
Hyperbolic Distributions" by Ying Chen …