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Covariance Estimation

When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators

Economics / Quantitative Finance / Portfolio Optimization / Mathematical Sciences / Covariance Matrix / Estimation Method / Covariance Estimation / Estimation Method / Covariance Estimation

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Pearson residual and efficiency of parameter estimates in generalized linear model

Statistics / Data Analysis / Clinical Trial / Biometrics / Parameter estimation / Multivariate Analysis / Variance / Correlation / Fisher information / Sample Survey / Medical Science / Sample Size / Heteroscedasticity / Exponential family / Hierarchical Generalized Linear Model / IRT-likelihood Ratio / General Linear Model / Exponential distribution / Covariance analysis / Linear Regression / Variance Analysis / Covariance / Statistical Regression / Variance Estimation / Covariance Estimation / Multivariate Analysis / Variance / Correlation / Fisher information / Sample Survey / Medical Science / Sample Size / Heteroscedasticity / Exponential family / Hierarchical Generalized Linear Model / IRT-likelihood Ratio / General Linear Model / Exponential distribution / Covariance analysis / Linear Regression / Variance Analysis / Covariance / Statistical Regression / Variance Estimation / Covariance Estimation

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