Influence diagnostics for the structural sharpe model under normal/independent distributions (Q5078377)
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scientific article; zbMATH DE number 7530851
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| English | Influence diagnostics for the structural sharpe model under normal/independent distributions |
scientific article; zbMATH DE number 7530851 |
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Influence diagnostics for the structural sharpe model under normal/independent distributions (English)
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23 May 2022
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diagnostics
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EM-algorithm
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errors-in-variables models
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normal/independent (NI) distributions
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portfolios
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Sharpe's model
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