Tylers M-Estimator in High-Dimensional Financial-Data Analysis

Frahm, Gabriel; Jaekel, Uwe

doi:10.1007/978-3-319-22404-6_17

Tylers M-Estimator in High-Dimensional Financial-Data Analysis

Publication date

2015

Document type

Book part

Author

Frahm, Gabriel

Jaekel, Uwe

Editor

Nordhausen, Klaus

Taskinen, Sara

Organisational unit

Angewandte Stochastik und Risikomanagement

DOI

10.1007/978-3-319-22404-6_17

URI

https://openhsu.ub.hsu-hh.de/handle/10.24405/10582

Publisher

Springer International Publishing

ISBN

978-3-319-22404-6

First page

289

Last page

305

Part of the university bibliography

✅

Language

English

Description

Modern Nonparametric, Robust and Multivariate Methods : Festschrift in Honour of Hannu Oja

Cite as

Enthalten in: Modern Nonparametric, Robust and Multivariate Methods / Nordhausen, Klaus. - 1st ed. 2015. - Cham : Springer International Publishing, [2015] . - 2015, Seite 289-305

Version

Not applicable (or unknown)

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Metadata only access