Pages that link to "Item:Q2960462"
From MaRDI portal
The following pages link to On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462):
Displayed 5 items.
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← 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)