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Explaining bootstraps and robustness
Lancaster, Tony (contributor) - 2007
Persistent link: https://www.econbiz.de/10003644043
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Algorithms for statistical model selection and robust estimation
Hofmann, Marc - 2009
Persistent link: https://www.econbiz.de/10003946468
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Kriging models that are robust with respect to simulation errors
Siem, A. Y. D. (contributor); Hertog, Dirk den (contributor) - 2007
Persistent link: https://www.econbiz.de/10003661450
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Robust prediction of beta
Genton, Marc G.; Ronchetti, Elvezio - In: Computational methods in financial engineering : essays …, (pp. 147-161). 2008
Persistent link: https://www.econbiz.de/10003669621
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Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita; Ferrari, Davide; Paterlini, Sandra - In: European journal of operational research : EJOR 250 (2016) 1, pp. 251-261
Persistent link: https://www.econbiz.de/10011441400
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Reexamination of estimating beta coecient as a risk measure in CAPM
Le Tan Phuoc; Kim, Kee S.; Su, Yingcai - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10011917748
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Robust Monte Carlo method for R&D real options valuation
Biancardi, Marta Elena; Villani, Giovanni - In: Computational economics 49 (2017) 3, pp. 481-498
Persistent link: https://www.econbiz.de/10011762124
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Sparse partial robust M regression
Hoffmann, Irene; Serneels, Sven; Filzmoser, Peter; … - 2015
Persistent link: https://www.econbiz.de/10011290635
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On stability of operational risk estimates by LDA : from causes to approaches
Zhou, Xiaoping; Durfee, Antonina V.; Fabozzi, Frank J. - In: Journal of banking & finance 68 (2016), pp. 266-278
Persistent link: https://www.econbiz.de/10011634840
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Least trimmed squares
Čížek, Pavel; Víšek, Jan Ámos - 2000
Persistent link: https://www.econbiz.de/10009611558