Reconsidering Funds of Hedge Funds 2013
DOI: 10.1016/b978-0-12-401699-6.00016-2
|View full text |Cite
|
Sign up to set email alerts
|

A Panel-Based Quantile Regression Analysis of Funds of Hedge Funds

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1

Citation Types

0
1
0

Year Published

2021
2021
2022
2022

Publication Types

Select...
2
1

Relationship

0
3

Authors

Journals

citations
Cited by 3 publications
(1 citation statement)
references
References 31 publications
0
1
0
Order By: Relevance
“…In our situation, we cannot apply any simple linear regression (the data do not follow the normal law). However, simple linear regressions exist that can be applied when the data do not follow the normal law [11][12][13]. In contrast, the simple model-II linear regression uses the following methods: major axis (MA), standard major axis (SMA), ranged major axis (RMA), and ordinary least squares (OLS).…”
Section: Linear Regression Between Fluo Ctd and Chl-a Hplcmentioning
confidence: 99%
“…In our situation, we cannot apply any simple linear regression (the data do not follow the normal law). However, simple linear regressions exist that can be applied when the data do not follow the normal law [11][12][13]. In contrast, the simple model-II linear regression uses the following methods: major axis (MA), standard major axis (SMA), ranged major axis (RMA), and ordinary least squares (OLS).…”
Section: Linear Regression Between Fluo Ctd and Chl-a Hplcmentioning
confidence: 99%