The following pages link to On the linearity of regression (Q3933712):
Displaying 16 items.
- Expansions of \(E(X| Y+\epsilon X)\) and their applications to the analysis of elliptically contoured measures (Q911141) (← links)
- Elliptically contoured random variables and their application to the extension of the Kalman filter (Q912478) (← links)
- Does competitive pricing cause market breakdown under extreme adverse selection? (Q928877) (← links)
- Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
- A characterization of spherical distributions (Q1078955) (← links)
- Conditional moments and linear regression for stable random variables (Q1180183) (← links)
- Robustness of the market model (Q1338992) (← links)
- On stochastic processes with linear conditional moments (Q1354968) (← links)
- Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. (Q1423024) (← links)
- On the conditional variance for scale mixtures of normal distributions (Q1587358) (← links)
- Portfolio theory for \(\alpha\)-symmetric and pseudoisotropic distributions: \(k\)-fund separation and the CAPM (Q1657901) (← links)
- Common knowledge: The case of linear regression (Q1817330) (← links)
- Can the first two conditional moments identify a mean square differentiable process? (Q1823542) (← links)
- On a characterization of processes by the independence of linear forms in a triangular system (Q1917618) (← links)
- Random Measures and Applications (Q3182406) (← links)
- On a stochasticprocess determined by the conditional expectation and the conditionalvariance (Q3330228) (← links)