Matching a Distribution by Matching Quantiles Estimation (Q5367398)
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scientific article; zbMATH DE number 6790877
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matching a Distribution by Matching Quantiles Estimation |
scientific article; zbMATH DE number 6790877 |
Statements
Matching a Distribution by Matching Quantiles Estimation (English)
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13 October 2017
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matching quantiles estimation (MQE)
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goodness-of-match
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Lasso
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ordinary least-squares estimation
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portfolio tracking
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representative portfolio
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sample quantile
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