Pages that link to "Item:Q957321"
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The following pages link to Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321):
Displaying 33 items.
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Optimal variable selection in multi-group sparse discriminant analysis (Q887251) (← links)
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Surveillance of the covariance matrix based on the properties of the singular Wishart distribution (Q961796) (← links)
- Singular Wishart and multivariate beta distributions (Q1431440) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178) (← links)
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (Q2022544) (← links)
- Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
- Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation (Q2112277) (← links)
- Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
- An exact test about the covariance matrix (Q2637609) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- A note about measures, Jacobians and Moore-Penrose inverse (Q2657850) (← 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)
- On the exact distribution of the estimated expected utility portfolio weights: Theory and applications (Q3107437) (← links)
- SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS (Q3648636) (← links)
- Variable selection of linear programming discriminant estimator (Q4976213) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension (Q5218372) (← links)
- Distribution of the product of a Wishart matrix and a normal vector (Q6040492) (← links)
- On the singular gamma, Wishart, and beta matrix‐variate density functions (Q6059415) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Exact test theory in Gaussian graphical models (Q6097560) (← links)
- The Wishart distribution with two different degrees of freedom (Q6115516) (← links)
- Autoregressive mixture models for clustering time series (Q6134638) (← links)
- Singular matrix variate Birnbaum-Saunders distribution under elliptical models (Q6160991) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
