Some methods for robust inference in econometric factor models and in machine learning
Traditional multivariate statistical theory and applications are often based on specific parametric assumptions. For example it is often assumed that data follow (nearly) normal distribution. In practice such assumption is rarely true and in fact the underlying data distribution is often unknown. Vi...
| Main Author: | |
|---|---|
| Language: | en_US |
| Published: |
2016
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/2144/14265 |