On some statistical procedures for stock selection problem

DOI10.1007/s10472-014-9447-1zbMath1335.62154OpenAlexW1985139170MaRDI QIDQ276526

Petr A. Koldanov, Valeriy A. Kalyagin, Grigory A. Bautin

Publication date: 4 May 2016

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10472-014-9447-1

zbMATH Keywords

conditional risklarge scale networksmultiple decision statistical proceduresmultiple testing statistical procedures loss functionsprobability of errorstock selection

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

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• A Theory of some Multiple Decision Problems, I
• Testing Statistical Hypotheses
• $\Gamma$-Minimax Selection Procedures in Treatments Versus Control Problems
• Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix

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