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The Optimal Selection for Restricted Linear Models with Average Estimator
The essential task of risk investment is to select an optimal tracking portfolio among various portfolios. Statistically, this process can be achieved by choosing an optimal restricted linear model. This paper develops a statistical procedure to do this, based on selecting appropriate weights for av...
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| Main Authors: | , |
|---|---|
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe: |
Hindawi Limited
2014-01-01
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| Sraith: | Abstract and Applied Analysis |
| Rochtain Ar Líne: | http://dx.doi.org/10.1155/2014/692472 |
| Clibeanna: |
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