Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance
by Gabriel Frahm ; Uwe Jaekel
| Year of publication: |
2007
|
|---|---|
| Authors: | Frahm, Gabriel ; Jaekel, Uwe |
| Publisher: |
Köln : Seminar für Wirtschafts- u. Sozialstatistik, Universität zu Köln |
| Description of contents: | Description [uni-koeln.de] |
| Extent: | 22 S. : graph. Darst. |
|---|---|
| Series: | Discussion papers in statistics and econometrics. - Köln : Seminar f. Wirtschafts- u. Sozialstatistik, Univ. zu Köln. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004887910