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ANOR
2004
69views more  ANOR 2004»
13 years 7 months ago
Robust Asset Allocation
Reha H. Tütüncü, M. Koenig
CSDA
2010
119views more  CSDA 2010»
13 years 7 months ago
Fast robust estimation of prediction error based on resampling
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of t...
Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar