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  • Search: subject:"Elliptical models"
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Year of publication
Subject
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Elliptical models 2 Classification models 1 Cluster analysis 1 Diversification 1 Diversification quotient 1 Diversifikation 1 Expected Shortfall 1 Maximum likelihood estimation 1 Portfolio selection 1 Portfolio-Management 1 Regular varying models 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Strong consistency 1 Theorie 1 Theory 1 Value-at-Risk 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Gallegos, María Teresa 1 Han, Xia 1 Lin, Liyuan 1 Ritter, Gunter 1 Wang, Ruodu 1
Published in...
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Insurance 1 Journal of Multivariate Analysis 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Diversification quotients based on VaR and ES
Han, Xia; Lin, Liyuan; Wang, Ruodu - In: Insurance 113 (2023), pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
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Strong consistency of k-parameters clustering
Gallegos, María Teresa; Ritter, Gunter - In: Journal of Multivariate Analysis 117 (2013) C, pp. 14-31
Pollard showed for k-means clustering and a very broad class of sampling distributions that the optimal cluster means converge to the solution of the related population criterion as the size of the data set increases. We extend this consistency result to k-parameters clustering, a method derived...
Persistent link: https://www.econbiz.de/10011042057
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