Title: Tyler's M-Estimator in High-Dimensional Financial-Data Analysis
Authors: Frahm, Gabriel  
Jaekel, Uwe
Language: en
Keywords: Universitätsbibliographie;Evaluation 2015
Issue Date: 2015
Publisher: Chair for Applied Stochastics and Risk Management, Helmut Schmidt-University
Document Type: Working Paper
Journal / Series / Working Paper (HSU): Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management 
Publisher Place: Hamburg
Organization Units (connected with the publication): Angewandte Stochastik und Risikomanagement 
URL: https://ub.hsu-hh.de/DB=1.8/XMLPRS=N/PPN?PPN=888002610
https://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2017/10/AP-2015-01.pdf
Appears in Collections:2015

Show full item record

CORE Recommender

Google ScholarTM

Check


Items in openHSU are protected by copyright, with all rights reserved, unless otherwise indicated.