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  • Search: subject:"Quantile statistics"
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Estimation theory 1 High dimensionality 1 Induktive Statistik 1 Portfolio selection 1 Portfolio-Management 1 Quantile statistics 1 Rank statistics 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 Robust inference 1 Schätztheorie 1 Statistical inference 1 Statistical method 1 Statistical theory 1 Statistische Methode 1 Statistische Methodenlehre 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fan, Jianqing 1 Han, Fang 1 Liu, Han 1 Vickers, Byron 1
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Journal of econometrics 1
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Robust inference of risks of large portfolios
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron - In: Journal of econometrics 194 (2016) 2, pp. 298-308
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