Influence diagnostics in the capital asset pricing model under elliptical distributions (Q5123380)
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scientific article; zbMATH DE number 7252178
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| 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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0.8104246258735657
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0.7953487634658813
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0.7509658932685852
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0.7473265528678894
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0.7382931709289551
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