Direct local linear estimation for Sharpe ratio function

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Tiejun Tong ◽  
Yuedong Wang ◽  
Wenchao Xu ◽  
Riquan Zhang
Keyword(s):  
Sharpe Ratio ◽  
Linear Estimation ◽  
Local Linear ◽  
Local Linear Estimation

Functional data: local linear estimation of the conditional density and its application

Statistics ◽  
2013 ◽  
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Author(s):  
Jacques Demongeot ◽  
Ali Laksaci ◽  
Fethi Madani ◽  
Mustapha Rachdi
Keyword(s):  
Functional Data ◽  
Conditional Density ◽  
Linear Estimation ◽  
Local Linear ◽  
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Functional data analysis: local linear estimation of the $$L_1$$ L 1 -conditional quantiles

2018 ◽  
Vol 28 (2) ◽  
pp. 217-240 ◽  
Author(s):  
Fahimah A. Al-Awadhi ◽  
Zoulikha Kaid ◽  
Ali Laksaci ◽  
Idir Ouassou ◽  
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Keyword(s):  
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scholarly journals Local Linear Estimation in Partly Linear Models

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