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Search: subject:"Risk function"
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risk function
15
Risk function
11
Shrinkage estimation
4
Elliptically contoured distribution
3
linear programming
3
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2
Bayes estimation
2
Bayes estimator
2
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62F30 secondary
1
62J99 Asymptotic distributional quadratic bias Asymptotic distributional quadratic risk Attenuation-correction estimator James-Stein-type estimator Positive rule Stein type estimator Preliminary test estimator Risk function
1
Admissibility
1
Assets and liabilities
1
Bandwidth selection
1
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1
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Best lower-triangular equivariant minimax estimator
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1
Bias function
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29
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23
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Arashi, M.
2
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2
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2
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2
Lim, Wooi
2
Pal, Nabendu
2
Ahmed, S.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Department of Economics, University of Victoria
2
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Annals of the Institute of Statistical Mathematics
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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RePEc
29
ECONIS (ZBW)
3
EconStor
1
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31
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
Konno, Hiroshi
;
Yamazaki, Hiroaki
- In:
Management Science
37
(
1991
)
5
,
pp. 519-531
absolute deviation
risk
)
function
can remove most of the difficulties associated with the classical Markowitz's model while …
Persistent link: https://www.econbiz.de/10009191829
Saved in:
32
Bootstrap choice of tuning parameters
Léger, Christian
;
Romano, Joseph
- In:
Annals of the Institute of Statistical Mathematics
42
(
1990
)
4
,
pp. 709-735
Persistent link: https://www.econbiz.de/10005395836
Saved in:
33
Information amount and higher-order efficiency in estimation
Hosoya, Yuzo
- In:
Annals of the Institute of Statistical Mathematics
42
(
1990
)
1
,
pp. 37-49
Persistent link: https://www.econbiz.de/10005760236
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