Minimization of the k-th maximum and its application on LMS regression and VaR optimization
X. Huang, J. Xu, S. Wang and C. Xu
| Year of publication: |
2012
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|---|---|
| Authors: | Huang, Xiaolin ; Xu, J. ; Wang, S. ; Xu, C. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 63.2012, 11, p. 1479-1491
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| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009667245