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gerber #3

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microprediction opened this issue Jan 26, 2022 · 2 comments
Open

gerber #3

microprediction opened this issue Jan 26, 2022 · 2 comments

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@microprediction
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Introduce some gerber statistic based methods (paper)

@OVVO-Financial
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OVVO-Financial commented Jan 26, 2022

You already have this...it's nothing more than the degree 0 partial moment matrices with individual thresholds for the target parameter (which predates it by several years ;) ).

@microprediction
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Then we don't already have it ... we're just close :)

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