Influence diagnostics in the capital asset pricing model under elliptical distributions (Q5123380)
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scientific article; zbMATH DE number 7252178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Influence diagnostics in the capital asset pricing model under elliptical distributions |
scientific article; zbMATH DE number 7252178 |
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Influence diagnostics in the capital asset pricing model under elliptical distributions (English)
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28 September 2020
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robust estimation
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diagnostics
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local influence
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elliptical distributions
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