Statistical inference for the expected utility portfolio in high dimensions

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Metadaten
Author:Taras Bodnar, Solomiia Dmytriv, Yarema OkhrinORCiDGND, Nestor Parolya, Wolfgang Schmid
URN:urn:nbn:de:bvb:384-opus4-835775
Frontdoor URLhttps://opus.bibliothek.uni-augsburg.de/opus4/83577
ISSN:1053-587XOPAC
ISSN:1941-0476OPAC
Parent Title (English):IEEE Transactions on Signal Processing
Publisher:Institute of Electrical and Electronics Engineers (IEEE)
Type:Article
Language:English
Year of first Publication:2020
Publishing Institution:Universität Augsburg
Release Date:2021/02/18
Tag:Signal Processing; Electrical and Electronic Engineering
Volume:69
First Page:1
Last Page:14
DOI:https://doi.org/10.1109/tsp.2020.3037369
Institutes:Wirtschaftswissenschaftliche Fakultät
Wirtschaftswissenschaftliche Fakultät / Institut für Statistik und mathematische Wirtschaftstheorie
Wirtschaftswissenschaftliche Fakultät / Institut für Statistik und mathematische Wirtschaftstheorie / Lehrstuhl für Statistik
Dewey Decimal Classification:3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft
Licence (German):Deutsches Urheberrecht

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