Influence diagnostics in the capital asset pricing model under elliptical distributions
Year of publication: |
2008
|
---|---|
Authors: | Galea, Manuel ; Diaz-Garcia, Jose ; Vilca, Filidor |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 35.2008, 2, p. 179-192
|
Publisher: |
Taylor & Francis Journals |
Subject: | robust estimation | diagnostics | local influence | elliptical distributions |
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