Pages that link to "Item:Q900811"

The following pages link to Singular inverse Wishart distribution and its application to portfolio theory (Q900811):

Displaying 3 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)
• A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)