Olha Bodnar

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies Journal of Multivariate Analysis	2025-01-03	Paper
Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model Computational Statistics and Data Analysis	2024-10-29	Paper
Bayesian model selection: application to the adjustment of fundamental physical constants The Annals of Applied Statistics	2024-01-16	Paper
Exact test theory in Gaussian graphical models Journal of Multivariate Analysis	2023-06-05	Paper
Recent advances in shrinkage-based high-dimensional inference Journal of Multivariate Analysis	2022-01-03	Paper
On modeling the correlation as an additional parameter in random effects model Theory of Probability and Mathematical Statistics	2021-07-22	Paper
Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis AStA. Advances in Statistical Analysis	2019-08-06	Paper
CUSUM control schemes for monitoring the covariance matrix of multivariate time series Statistics	2018-01-12	Paper
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters AStA. Advances in Statistical Analysis	2016-02-25	Paper
Robust surveillance of covariance matrices using a single observation Sankhyā. Series A	2015-02-23	Paper
Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case Journal of Statistical Planning and Inference	2014-01-20	Paper
CUSUM charts for monitoring the mean of a multivariate Gaussian process Journal of Statistical Planning and Inference	2011-03-22	Paper
ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER International Journal of Theoretical and Applied Finance	2011-01-13	Paper
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution Computational Statistics and Data Analysis	2010-04-01	Paper
Estimation and inference for dependence in multivariate data Journal of Multivariate Analysis	2010-03-01	Paper
SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS International Journal of Theoretical and Applied Finance	2009-11-27	Paper
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén Sequential Analysis	2009-09-18	Paper
Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes Communications in Statistics. Simulation and Computation	2009-05-12	Paper
Surveillance of the mean behavior of multivariate time series Statistica Neerlandica	2008-12-01	Paper
Multivariate control charts based on a projection approach AStA. Allgemeines Statistisches Archiv	2008-03-06	Paper

Research outcomes over time

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