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"Minimization of the k-th maximum and its application on LMS ..."

X. Huang et al. (2012)

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DOI: 10.1057/JORS.2011.163

access: closed

type: Journal Article

metadata version: 2020-06-08

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X. Huang, J. Xu, S. Wang, C. Xu:
Minimization of the k-th maximum and its application on LMS regression and VaR optimization. J. Oper. Res. Soc. 63(11): 1479-1491 (2012)

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