Bayesian correlation estimation , shadow prior , portfolio selection with higher moments ) COVARIANCE MATRICES AND SKEWNESS : MODELING AND APPLICATIONS IN

نویسندگان

  • Merrill Windous Liechty
  • Michael L. Lavine
چکیده

Bayesian correlation estimation, shadow prior, portfolio selection with higher moments) COVARIANCE MATRICES AND SKEWNESS: MODELING AND APPLICATIONS IN FINANCE by Merrill Windous Liechty Institute of Statistics and Decision Sciences Duke University

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Contribution to Multivariate L-Moments: L-Comoment Matrices

Multivariate statistical analysis relies heavily on moment assumptions of second order and higher. With increasing interest in modeling with heavy tailed distributions, however, it is desirable to describe dispersion, skewness, and kurtosis of multivariate distributions under merely first order moment assumptions. Here we present a new method contributing toward this goal in both parametric and...

متن کامل

Kernel Embeddings of Conditional Distributions

Many modern applications of signal processing and machine learning, ranging from computer vision to computational biology, require the analysis of large volumes of high-dimensional continuous-valued measurements. Complex statistical features are commonplace, including multi-modality, skewness, and rich dependency structures. Such problems call for a flexible and robust modeling framework that c...

متن کامل

Expectile Matrix Factorization for Skewed Data Analysis

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample means given the observations. However, in many real applications with skewed and extreme data, least squares cannot explain their central tendency or tail di...

متن کامل

International Conference on the spectral theory of the tensor

A tensor singular value decomposition based upon the *-product defined on third-order tensors by Kilmer, Martin and Perrone provides an effective means of generalizing Principal Component Analysis. This talk will focus on tensor eigendecompostions and generalized eigendecompostions under the *-product. Discusion will include an overview of the theoretical underpinings, some computational concer...

متن کامل

Statistical Practises of Educational Researchers : An Analysis of Their ANOVA , MANOVA and ANCOVA Analyses

Articles published in several prominent educational journals were examined to investigate the use of data-analysis tools by researchers in four research paradigms: between-subjects univariate designs, between-subjects multivariate designs, repeated measures designs, and covariance designs. In addition to examining specific details pertaining to the research design (e.g., sample size, group size...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2003