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The performance of commodity trading advisors: A mean-variance-ratio test approach
ISSN号:1062-9408
期刊名称:North American Journal of Economics and Finance
时间:2013
页码:188-201
相关项目:离群特征根的估计及其在大维主分量分析中的应用
作者:
白志东|Phoon, Kok Fai|Wang, Keyan|Wong, Wing-Keung|
同期刊论文项目
离群特征根的估计及其在大维主分量分析中的应用
期刊论文 25
同项目期刊论文
On sample eigenvalues in a generalized spiked population model
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
Analysis of rounded data in measurement error regression
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Asymptotic error bounds for kernel-based Nystrom low-rank approximation matrices
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test
NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE T
ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS
Convergence Rates of the Spectral Distributions of Large Random Quaternion Self-Dual Hermitian Matri
Strong representation of weak convergence
Inference on multiple correlation coefficients with moderately high dimensional data
Limiting spectral distribution of a symmetrized auto-cross covariance matrix
Weighted estimating equation: modified GEE in longitudinal data analysis
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covaria
大维随机矩阵的渐进特征