Regression-based, regression-free and model-free approaches for robust online scale estimation
Year of publication: |
2008
|
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Authors: | Schettlinger, Karen ; Gelper, Sarah ; Gather, Ursula ; Croux, Christophe |
Publisher: |
Leuven : Katholieke Univ. Leuven, Faculty of Economics and Applied Economics |
Subject: | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | USA | United States | Volatilität | Volatility | Theorie | Theory |
Extent: | Online-Ressource (27 S.) graph. Darst. |
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Series: | KBI. - Leuven : [Verlag nicht ermittelbar], ZDB-ID 2397394-8. - Vol. 0824 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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