Pages that link to "Item:Q391862"
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The following pages link to On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862):
Displaying 12 items.
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Kronecker product permutation matrices and their application to moment matrices of the normal distribution (Q1414610) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Approximating the probability density function of a transformation of random variables (Q2282737) (← 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)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← 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)
- A note on the limiting mean distribution of singular values for products of two Wishart random matrices (Q5407658) (← 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)
