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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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1992 [1]
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Direct local linear estimation for Sharpe ratio function
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
Authors:
Lin, Hongmei
;
Tong, Tiejun
;
Wang, Yuedong
;
Xu, Wenchao
;
Zhang, Riquan
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View/Download：57/0
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Submit date：2022/04/02
Heteroscedasticity
local likelihood estimation
local linear regression
nonparametric regression
Sharpe ratio function
两个更新过程叠加的特征问题
期刊论文
应用概率统计, 1992, 卷号: 008, 期号: 001, 页码: 88
Authors:
王跃东
;
曹晋华
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View/Download：9/0
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Submit date：2020/01/10
