Influence diagnostics for the structural sharpe model under normal/independent distributions (Q5078377)
From MaRDI portal
scientific article; zbMATH DE number 7530851
Language | Label | Description | Also known as |
---|---|---|---|
English | Influence diagnostics for the structural sharpe model under normal/independent distributions |
scientific article; zbMATH DE number 7530851 |
Statements
Influence diagnostics for the structural sharpe model under normal/independent distributions (English)
0 references
23 May 2022
0 references
diagnostics
0 references
EM-algorithm
0 references
errors-in-variables models
0 references
normal/independent (NI) distributions
0 references
portfolios
0 references
Sharpe's model
0 references
0 references
0 references
0 references
0 references