Robust inference of risks of large portfolios (Q308377)
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scientific article; zbMATH DE number 6623658
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| default for all languages | No label defined |
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| English | Robust inference of risks of large portfolios |
scientific article; zbMATH DE number 6623658 |
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Robust inference of risks of large portfolios (English)
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6 September 2016
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high dimensionality
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robust inference
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rank statistics
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quantile statistics
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risk management
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0.8153491616249084
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0.7472302913665771
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0.7393684387207031
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0.7387787103652954
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0.7285845279693604
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