Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418): Difference between revisions

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+Order Statistics
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Portfolio Selection with Robust Estimation
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+Statistical Theory of the Energy Levels of Complex Systems. IV
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+Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Collective behavior of stock price movements - a random matrix theory approach
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+A contribution to multivariate L-moments: L-comoment matrices
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+INTERRELATIONS BETWEEN CERTAIN LINEAR SYSTEMATIC STATISTICS OF SAMPLES FROM ANY CONTINUOUS POPULATION
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+Q3237829
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+General distribution theory of the concomitants of order statistics
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