Institute of Mathematical Statistics Lecture Notes - Monograph Series

Empirical Bayes stock market portfolios

Thomas M. Cover and David H. Gluss

Full-text: Open access

Chapter information

Source
John Van Ryzin Adaptive statistical procedures and related topics (Hayward, CA: Institute of Mathematical Statistics, 1986), 235-236

Dates
First available in Project Euclid: 8 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215540302

Digital Object Identifier
doi:10.1214/lnms/1215540302

Mathematical Reviews number (MathSciNet)
MR898250

Zentralblatt MATH identifier
0604.90018

Subjects
Primary: 90A09
Secondary: 62C12: Empirical decision procedures; empirical Bayes procedures

Rights
Copyright © 1986, Institute of Mathematical Statistics

Citation

Cover, Thomas M.; Gluss, David H. Empirical Bayes stock market portfolios. Adaptive statistical procedures and related topics, 235--236, Institute of Mathematical Statistics, Hayward, CA, 1986. doi:10.1214/lnms/1215540302. https://projecteuclid.org/euclid.lnms/1215540302


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