Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
Year of publication: |
2011
|
---|---|
Authors: | Winker, Peter ; Lyra, Marianna ; Sharpe, Chris |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 8.2011, 1/2, p. 103-123
|
Subject: | CAPM | Schätztheorie | Estimation theory |
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