"Least median of squares estimation by optimization heuristics with an ..."

Peter Winker, Marianna Lyra, Chris Sharpe (2011)

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DOI: 10.1007/S10287-009-0103-X

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type: Journal Article

metadata version: 2020-05-10

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Peter Winker, Marianna Lyra, Chris Sharpe:
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. Comput. Manag. Sci. 8(1-2): 103-123 (2011)

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