Pages that link to "Item:Q2960462"
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The following pages link to On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462):
Displaying 10 items.
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Multiplying a Gaussian matrix by a Gaussian vector (Q2407493) (← links)
- Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936) (← links)
- On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory (Q2911668) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Distribution of the product of a Wishart matrix and a normal vector (Q6040492) (← links)