Pages that link to "Item:Q2840351"

The following pages link to Elliptically Contoured Models in Statistics and Portfolio Theory (Q2840351):

Displaying 7 items.

• Editorial (Q6050277) (← links)
• Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
• Consistency factor for the MCD estimator at the Student-\(t\) distribution (Q6089185) (← links)
• Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data (Q6091671) (← links)
• Robust factored principal component analysis for matrix-valued outlier accommodation and detection (Q6111536) (← links)
• A bootstrap method for spectral statistics in high-dimensional elliptical models (Q6170616) (← links)