Showing results 1 to 2 of 2
| Title | Author(s) | Issue Date | |
|---|---|---|---|
A smoothed bootstrap test for independence based on mutual information Journal:Computational Statistics and Data Analysis | 2009 | ||
Value at risk estimation using independent component analysis-generalized autoregressive conditional heteroscedasticity (ICA-garch) models Journal:International Journal of Neural Systems | 2006 |