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Optimal decision for the market graph identification problem in a sign similarity network - MaRDI portal

Optimal decision for the market graph identification problem in a sign similarity network (Q1621915)

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Optimal decision for the market graph identification problem in a sign similarity network
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    Optimal decision for the market graph identification problem in a sign similarity network (English)
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    12 November 2018
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    Pearson correlation network
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    sign similarity network
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    market graph
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    multiple decision statistical procedures
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    loss function
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    risk function
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    optimal multiple decision procedures
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    Gaussian multivariate distributions
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