On the linearity of regression
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Cites work
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Cited in
(16)- Non-linear properties of conditional returns under scale mixtures
- A characterization of spherical distributions
- Conditional moments and linear regression for stable random variables
- Robustness of the market model
- On stochastic processes with linear conditional moments
- Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors.
- On the conditional variance for scale mixtures of normal distributions
- Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM
- Common knowledge: The case of linear regression
- Can the first two conditional moments identify a mean square differentiable process?
- On a characterization of processes by the independence of linear forms in a triangular system
- Random Measures and Applications
- On a stochasticprocess determined by the conditional expectation and the conditionalvariance
- Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures
- Elliptically contoured random variables and their application to the extension of the Kalman filter
- Does competitive pricing cause market breakdown under extreme adverse selection?
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