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Statistical inference for sharpe ratio

Schmid, Friedrich; Schmidt, Rafael - In: Interest rate models, asset allocation and quantitative …, (pp. 337-357). 2010

Persistent link: https://www.econbiz.de/10008746585

Statistical inference for sharpe ratio

Schmid, Friedrich; Schmidt, Rafael - In: Interest rate models, asset allocation and quantitative …, (pp. 337-357). 2010

Persistent link: https://www.econbiz.de/10003940957

A non standard chi 2 test of fit for testing uniformity with unknown limits

Krumbholz, Wolf - In: Statistical papers 37 (1996) 4, pp. 365-373

Persistent link: https://www.econbiz.de/10001209840

Statistical inference for inequality measurement with dependent data

Schluter, Christian; Trede, Mark - 1998

Persistent link: https://www.econbiz.de/10000681119

Goodness-of-fit tests for parametric families of Archimedean copulas

Trede, Mark; Savu, Cornelia - 2004

Persistent link: https://www.econbiz.de/10002688693

Evaluating parametric income distribution models

Brachmann, Klaus - In: Allgemeines statistisches Archiv : AStA ; journal of … 80 (1996) 3, pp. 285-298

Persistent link: https://www.econbiz.de/10001205065

Statistical inference in mobility measurement : sex differences in earnings mobility

Trede, Mark - 1994

Persistent link: https://www.econbiz.de/10000946381

Statistical inference for inequality measurement with dependent data

Schluter, Christian; Trede, Mark - 1998

Persistent link: https://www.econbiz.de/10000993623

Goodness-of-fit tests for parametric families of Archimedean copulas

Savu, Cornelia; Trede, Mark - 2004

This paper suggests a goodness-of-fit test for parametric families of Archimedean copulas for high dimensional distributions. The test statistic is based on the classical chi-square-statistic but has a nonstandard asymptotic distribution. Monte-Carlo simulations show that the test keeps the...

Persistent link: https://www.econbiz.de/10009349860