Pages that link to "Item:Q2840351"
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The following pages link to Elliptically Contoured Models in Statistics and Portfolio Theory (Q2840351):
Displaying 50 items.
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Robust identification in random variable networks (Q337687) (← links)
- Distribution of matrix quadratic forms under skew-normal settings (Q406541) (← links)
- Objective Bayesian inference for a generalized marginal random effects model (Q516432) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Two new matrix-variate distributions with application in model-based clustering (Q830561) (← links)
- Bayesian factor analysis with uncertain functional constraints about factor loadings (Q901283) (← links)
- Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions (Q906230) (← links)
- Optimal decision for the market graph identification problem in a sign similarity network (Q1621915) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
- High-dimensional covariance matrices in elliptical distributions with application to spherical test (Q1731770) (← links)
- Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings (Q2034468) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions (Q2146455) (← links)
- Reliability of maximum spanning tree identification in correlation-based market networks (Q2158099) (← links)
- Matrix variate Birnbaum-Saunders distribution under elliptical models (Q2189126) (← links)
- Scale and shape mixtures of matrix variate extended skew normal distributions (Q2196133) (← links)
- New results on truncated elliptical distributions (Q2231571) (← links)
- Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Box-Cox elliptical distributions with application (Q2312027) (← links)
- Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory (Q2317293) (← links)
- A note on the coefficients of elliptical random variables (Q2322659) (← links)
- Matrix variate slash distribution (Q2348451) (← links)
- Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
- On the Simes inequality in elliptical models (Q2397052) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936) (← links)
- MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS (Q2953309) (← links)
- An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
- Robustness of Sign Correlation in Market Network Analysis (Q4562466) (← links)
- Comparison of different approaches for dose response analysis (Q4626710) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Robust multivariate control charts based on Birnbaum–Saunders distributions (Q4960532) (← links)
- The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models (Q4976258) (← links)
- (Q4986372) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- On modeling the correlation as an additional parameter in random effects model (Q5003659) (← links)
- A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
- Uncertain stochastic ridge estimation in partially linear regression models with elliptically distributed errors (Q5110804) (← links)
- Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis (Q5117959) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← links)
- Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and D. Kundu (Q5194978) (← 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)
