Pages that link to "Item:Q5381080"
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The following pages link to Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions (Q5381080):
Displaying 7 items.
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← 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)
- Reverse stress testing in skew-elliptical models (Q6050283) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)