Pages that link to "Item:Q900811"
From MaRDI portal
The following pages link to Singular inverse Wishart distribution and its application to portfolio theory (Q900811):
Displaying 24 items.
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- A weak characterization of real Wishart matrices by quadratic forms (Q282870) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← 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)
- Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution (Q3389644) (← links)
- A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM (Q5069523) (← links)
- The Jacobians of matrix transformation about singular random matrices and its applications (Q5079094) (← 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)
- Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics (Q6044805) (← links)
- Matrix variate generalized asymmetric Laplace distributions (Q6050281) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Optimal Shrinkage-Based Portfolio Selection in High Dimensions (Q6586894) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
- An extension of the non-central Wishart distribution with integer shape vector (Q6607097) (← links)
