Peakedness of linear forms in ensembles and mixtures
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jensen, D. R., 2003. "On the monotone convergence of vector means," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 78-90, April.
- Rustam Ibragimov, 2005. "Portfolio Diversification and Value At Risk Under Thick-Tailedness," Yale School of Management Working Papers amz2386, Yale School of Management, revised 01 Aug 2005.
- Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society.
- Ibragimov, Rustam, 2007. "Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions," Scholarly Articles 2623749, Harvard University Department of Economics.
More about this item
KeywordsEstimating location Weighted averages Concentration Majorization Star-contoured distributions Monotone consistency;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:35:y:1997:i:3:p:277-282. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .