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]
@article{HuangXWX12,
title = {k-th maximum and its application on LMS regression and VaR optimization},
author = {X. Huang and J. Xu and S. Wang and C. Xu},
year = {2012},
doi = {10.1057/jors.2011.163},
url = {http://dx.doi.org/10.1057/jors.2011.163},
researchr = {https://researchr.org/publication/HuangXWX12},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {63},
number = {11},
pages = {1479-1491},
}