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Found 1,390 Documents (Results 1–100)

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Sampling distribution of the relative risk aversion estimator: theory and applications. (English) Zbl 1451.91189

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2323-2335 (2021).
MSC:  91G15 91B16
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Hedge ratio and time series analysis. (English) Zbl 1454.91280

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431-483 (2021).
MSC:  91G20 62P05 62M10
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On building matrices in the theory of least squares method. (English. Russian original) Zbl 1428.15028

Russ. Math. 63, No. 4, 23-30 (2019); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 4, 27-35 (2019).
MSC:  15A99 93E24 62J10
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Orthogonal block structure and uniformly best linear unbiased estimators. (English) Zbl 1433.62140

Ahmed, S. Ejaz (ed.) et al., Matrices, statistics and big data. Selected contributions from IWMS 2016, the 25th international workshop on matrices and statistics, Funchal, Madeira, Portugal, June 6–9, 2016. Cham: Springer. Contrib. Stat., 89-98 (2019).
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Linear stochastic systems. Reprint of the 1988 original published by Wiley. (English) Zbl 1398.93001

Classics in Applied Mathematics 77. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-470-6/pbk). xviii, 874 p. (2018).
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