Matching a distribution by matching quantiles estimation (Q5367398)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6790877
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Matching a distribution by matching quantiles estimation |
scientific article; zbMATH DE number 6790877 |
Statements
Matching a Distribution by Matching Quantiles Estimation (English)
0 references
13 October 2017
0 references
matching quantiles estimation (MQE)
0 references
goodness-of-match
0 references
Lasso
0 references
ordinary least-squares estimation
0 references
portfolio tracking
0 references
representative portfolio
0 references
sample quantile
0 references
0.8520995378494263
0 references
0.7016416192054749
0 references
0.6936584115028381
0 references
0.6678979396820068
0 references
0.6634638905525208
0 references
