ESTIMATION OF PORTFOLIO EFFICIENCY BY BOX-COX TRANSFORMATION

被引：0

作者：

SENGUPTA, JK ^{[1
]}

SFEIR, RE ^{[1
]}

机构：

[1] CHAPMAN COLL,SCH BUSINESS,ORANGE,CA 92666

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1989年 / 20卷 / 09期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：1637 / 1646

页数：10

共 50 条

[1] More on the estimation of Box-Cox transformation
Yang, ZL
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1997, 26 (03) : 1063 - 1074
[2] Semiparametric estimation of the Box-Cox transformation model
Shin, Youngki
[J]. ECONOMETRICS JOURNAL, 2008, 11 (03): : 517 - 537
[3] Estimation of the Multivariate Box-Cox Transformation Parameters
Rahman, Mezbahur
Pearson, Larry M.
[J]. ADVANCES IN MULTIVARIATE STATISTICAL METHODS, 2009, 4 : 173 - 183
[4] On the parameter estimation of Box-Cox transformation cure model
Pal, Suvra
Roy, Souvik
[J]. STATISTICS IN MEDICINE, 2023, 42 (15) : 2600 - 2618
[5] Efficiency of test for independence after Box-Cox transformation
Freeman, J
Modarres, R
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2005, 95 (01) : 107 - 118
[6] COMPUTER-PROGRAM FOR BOX-COX TRANSFORMATION AND ESTIMATION TECHNIQUE
CHANG, HS
[J]. ECONOMETRICA, 1977, 45 (07) : 1741 - 1741
[7] Maximum likelihood estimation of ARFIMA models with a Box-Cox transformation
D'Elia A.
Piccolo D.
[J]. Statistical Methods and Applications, 2004, 12 (3) : 259 - 275
[8] Effect of Box-Cox transformation on genetic parameter estimation in layers
Ünver, Y
Akbas, Y
Oguz, I
[J]. TURKISH JOURNAL OF VETERINARY & ANIMAL SCIENCES, 2004, 28 (02): : 249 - 255
[9] A PRIMER ON BOX-COX ESTIMATION
SPITZER, JJ
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1982, 64 (02) : 307 - 313
[10] Exact vs Approximated ML Estimation for the Box-Cox Transformation
Goncalves, Rui
[J]. INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2022, ICNAAM-2022, 2024, 3094

← 1 2 3 4 5 →