Tyler's M-Estimator in High-Dimensional Financial-Data Analysis
Publication date
2015
Document type
Working paper
Author
Jaekel, Uwe
Organisational unit
Publisher
Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management
Series or journal
Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management
Part of the university bibliography
✅
Language
English
Version
Not applicable (or unknown)
Access right on openHSU
Metadata only access