The following pages link to Lucio De Capitani (Q257460):
Displaying 16 items.
- Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations (Q257461) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- (Q552978) (redirect page) (← links)
- On stochastic orderings of the Wilcoxon rank sum test statistic-with applications to reproducibility probability estimation testing (Q552980) (← links)
- Detecting serial dependencies with the reproducibility probability autodependogram (Q1621659) (← links)
- Trivariate Burr-III copula with applications to income data (Q1698461) (← links)
- Some measures of kurtosis and their inference on large datasets (Q2106825) (← links)
- Inference for performance measures for financial assets (Q2515379) (← links)
- Improving reproducibility probability estimation and preserving \textit{RP}-testing (Q2664994) (← links)
- (Q2911943) (← links)
- Computing individual and collective ethical utility for optimally planning phase III trials (Q4622572) (← links)
- The Kullback–Leibler autodependogram (Q5138190) (← links)
- Reproducibility probability estimation and testing for the Wilcoxon rank-sum test (Q5220731) (← links)
- Interval Estimation for the Sortino Ratio and the Omega Ratio (Q5418878) (← links)
- Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
- The relationship between shape parameters and kurtosis in some relevant models (Q6080785) (← links)
