Distributional Replication

Article, Preprint OPEN
Beare, Brendan K.;
(2009)
  • Publisher: eScholarship, University of California
  • Subject: distributional replication | hedge fund replication | distributional replication, sieve estimation, hedge fund replication | sieve estimation

Suppose that X and Y are random variables. We define a replicating function to be a function f such that f(X) and Y have the same distribution. In general, the set of replicating functions for a given pair of random variables may be infinite. Suppose we have some object... View more
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