Article
Licensed
Unlicensed
Requires Authentication
RATE OF CONVERGENCE FOR MAXIMA OF RANDOM ARRAYS WITH APPLICATIONS TO STOCK RETURNS
-
S. T. Rachev
Published/Copyright:
March 1, 1993
Published Online: 1993-03
Published in Print: 1993-03
© 2014 Oldenbourg Wissenschaftsverlag GmbH, Rosenheimer Str. 145, 81671 München
You are currently not able to access this content.
You are currently not able to access this content.
Articles in the same Issue
- Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses
- CHARACTERIZATIONS OF ASYMPTOTIC BAYES RISK SUFFICIENCY FOR TESTING HYPOTHESIS PROBLEMS
- ON THE BEHAVIOUR OF EXPECTATIONS AND POWER FUNCTIONS IN ONE-PARAMETER EXPONENTIAL FAMILIES
- SELECTING POPULATIONS BETTER THAN THE CONTROL: SCALE PARAMETER CASE
- A NOTE ON VARIANCE BOUNDS FOR A FUNCTION OF A PEARSON VARIATE
- RATE OF CONVERGENCE FOR MAXIMA OF RANDOM ARRAYS WITH APPLICATIONS TO STOCK RETURNS
- SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM
- Book Reviews
- Impressum
Articles in the same Issue
- Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses
- CHARACTERIZATIONS OF ASYMPTOTIC BAYES RISK SUFFICIENCY FOR TESTING HYPOTHESIS PROBLEMS
- ON THE BEHAVIOUR OF EXPECTATIONS AND POWER FUNCTIONS IN ONE-PARAMETER EXPONENTIAL FAMILIES
- SELECTING POPULATIONS BETTER THAN THE CONTROL: SCALE PARAMETER CASE
- A NOTE ON VARIANCE BOUNDS FOR A FUNCTION OF A PEARSON VARIATE
- RATE OF CONVERGENCE FOR MAXIMA OF RANDOM ARRAYS WITH APPLICATIONS TO STOCK RETURNS
- SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM
- Book Reviews
- Impressum
