Singular inverse Wishart distribution and its application to portfolio theory (Q900811)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Singular inverse Wishart distribution and its application to portfolio theory |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular inverse Wishart distribution and its application to portfolio theory |
scientific article |
Statements
Singular inverse Wishart distribution and its application to portfolio theory (English)
0 references
23 December 2015
0 references
singular Wishart distribution
0 references
mean-variance portfolio
0 references
sample estimate of precision matrix
0 references
Moore-Penrose inverse
0 references
0 references
0 references
0 references
0 references
0 references
