Statistical procedures for the market graph construction

DOI10.1016/j.csda.2013.06.005zbMath1471.62102OpenAlexW2032628040MaRDI QIDQ1615123

Petr A. Koldanov, Panos M. Pardalos, Alexander P. Koldanov, Valeriy A. Kalyagin

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.06.005

zbMATH Keywords

conditional riskmultiple decision statistical proceduresmarket graphadditivity of the loss functiongenerating hypothesesunbiased statistical tests

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Paired and multiple comparisons; multiple testing (62J15) Financial markets (91G15)

Related Items

On some statistical procedures for stock selection problem, Optimal decision for the market graph identification problem in a sign similarity network, Robustness of Sign Correlation in Market Network Analysis, Network Structures Uncertainty for Different Markets, Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix, Comparative Analysis of Two Similarity Measures for the Market Graph Construction, Efficiency Analysis of Branch Network, Implicit government guarantees and the externality of portfolio diversification: a complex network approach

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