Sparse estimation within Pearson's system, with an application to financial market risk (Q6059475)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sparse estimation within Pearson's system, with an application to financial market risk |
scientific article; zbMATH DE number 7759557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse estimation within Pearson's system, with an application to financial market risk |
scientific article; zbMATH DE number 7759557 |
Statements
Sparse estimation within Pearson's system, with an application to financial market risk (English)
0 references
2 November 2023
0 references
density estimation
0 references
differential regularization
0 references
parameter cascading
0 references
penalized likelihood
0 references
risk measures
0 references
S\&P 500
0 references
0 references
