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A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载:150/0  |  提交时间:2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
SUMS OF STANDARD UNIFORM RANDOM VARIABLES 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2019, 卷号: 56, 期号: 3, 页码: 918-936
作者:  Mao, Tiantian;  Wang, Bin;  Wang, Ruodu
收藏  |  浏览/下载:253/0  |  提交时间:2020/01/10
Uniform distribution  aggregation  dependence uncertainty  joint mixability  
Centers of probability measures without the mean 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2019, 卷号: 32, 期号: 3, 页码: 1482-1501
作者:  Puccetti, Giovanni;  Rigo, Pietro;  Wang, Bin;  Wang, Ruodu
收藏  |  浏览/下载:244/0  |  提交时间:2020/01/10
Cauchy distribution  Complete mixability  Joint mixability  Multivariate dependence  
Freeness and matrix decompositions 期刊论文
SCIENCE CHINA-MATHEMATICS, 2011, 卷号: 54, 期号: 11, 页码: 2309-2327
作者:  Ge Liming;  Shen Junhao
收藏  |  浏览/下载:153/0  |  提交时间:2018/07/30
von Neumann algebra  factor  semicircular element  joint distribution