k-th maximum and its application on LMS regression and VaR optimization

X. Huang, J. Xu, S. Wang, C. Xu. k-th maximum and its application on LMS regression and VaR optimization. JORS, 63(11):1479-1491, 2012. [doi]

Authors

X. Huang

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J. Xu

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S. Wang

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C. Xu

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