Statistical inference for the beta coefficient
Year of publication: |
2019
|
---|---|
Authors: | Bodnar, Taras ; Gupta, Arjun K. ; Vitlinskyi, Valdemar ; Zabolotskyy, Taras |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 2, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | beta coefficient | sampling distribution | test theory | Wishart distribution |
-
Statistical inference for the beta coefficient
Bodnar, Taras, (2019)
-
Choong, Kwee Keong, (2020)
-
Samejima, Fumiko, (1977)
- More ...
-
Statistical inference for the beta coefficient
Bodnar, Taras, (2019)
-
Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models
Bodnar, Taras, (2007)
-
Estimation and inference of the vector autoregressive process under heteroscedasticity
Bodnar, Taras, (2009)
- More ...