Averaging estimation for conditional covariance models (Q5076879)
From MaRDI portal
scientific article; zbMATH DE number 7528141
Language | Label | Description | Also known as |
---|---|---|---|
English | Averaging estimation for conditional covariance models |
scientific article; zbMATH DE number 7528141 |
Statements
Averaging estimation for conditional covariance models (English)
0 references
17 May 2022
0 references
averaging estimation
0 references
conditional covariance estimation
0 references
curse of dimensionality
0 references
marginal regression
0 references
portfolio allocation
0 references
0 references
0 references
0 references