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Iterative nonparametric estimation of a log-optimal portfolio selection function

✍ Scribed by Walk, H.; Yakowitz, S.


Book ID
114542089
Publisher
IEEE
Year
2002
Tongue
English
Weight
530 KB
Volume
48
Category
Article
ISSN
0018-9448

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Optimal designs for testing the function
✍ Stefanie Biedermann; Holger Dette πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 126 KB

For the problem of checking linearity in a heteroscedastic nonparametric regression model under a ΓΏxed design assumption, we study maximin designs which maximize the minimum power of a nonparametric test over a broad class of alternatives from the assumed linear regression model. It is demonstrated