Yuejiao Fu, Hangjing Wang, Augustine Wong. Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio. Entropy, 20(5):316, 2018. [doi]
@article{FuWW18-1,
title = {Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio},
author = {Yuejiao Fu and Hangjing Wang and Augustine Wong},
year = {2018},
doi = {10.3390/e20050316},
url = {https://doi.org/10.3390/e20050316},
researchr = {https://researchr.org/publication/FuWW18-1},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {20},
number = {5},
pages = {316},
}