Title: | Tyler's M-Estimator in High-Dimensional Financial-Data Analysis | Authors: | Frahm, Gabriel Jaekel, Uwe |
Language: | eng | Issue Date: | 2015 | Publisher: | Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management | 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://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2017/10/AP-2015-01.pdf |
Appears in Collections: | 3 - Publication references (without fulltext) |
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