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~language:"eng"
~person:"Camba-Méndez, Gonzalo"
~person:"Jaekel, Uwe"
~subject:"Factor analysis"
~subject:"Zeitreihenanalyse"
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Camba-Méndez, Gonzalo
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Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance
Frahm, Gabriel
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contributor
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Jaekel, Uwe
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2007
Persistent link: https://www.econbiz.de/10003449387
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Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo
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2001
Persistent link: https://www.econbiz.de/10013434335
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3
Statistical tests of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
(
contributor
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2005
Persistent link: https://www.econbiz.de/10002846232
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