Influence diagnostics in the capital asset pricing model under elliptical distributions (Q5123380)
From MaRDI portal
scientific article; zbMATH DE number 7252178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Influence diagnostics in the capital asset pricing model under elliptical distributions |
scientific article; zbMATH DE number 7252178 |
Statements
Influence diagnostics in the capital asset pricing model under elliptical distributions (English)
0 references
28 September 2020
0 references
robust estimation
0 references
diagnostics
0 references
local influence
0 references
elliptical distributions
0 references
