Olha Bodnar

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Person:246229

Available identifiers

zbMath Open bodnar.olhaWikidataQ102334233 ScholiaQ102334233MaRDI QIDQ246229

List of research outcomes

PublicationDate of PublicationType
Bayesian model selection: application to the adjustment of fundamental physical constants2024-01-16Paper
Exact test theory in Gaussian graphical models2023-06-05Paper
Recent advances in shrinkage-based high-dimensional inference2022-01-03Paper
On modeling the correlation as an additional parameter in random effects model2021-07-22Paper
Assessment of vague and noninformative priors for Bayesian estimation of the realized random effects in random-effects meta-analysis2019-08-06Paper
CUSUM control schemes for monitoring the covariance matrix of multivariate time series2018-01-12Paper
Statistical inference procedure for the mean-variance efficient frontier with estimated parameters2016-02-25Paper
Robust surveillance of covariance matrices using a single observation2015-02-23Paper
Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case2014-01-20Paper
CUSUM charts for monitoring the mean of a multivariate Gaussian process2011-03-22Paper
ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER2011-01-13Paper
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution2010-04-01Paper
Estimation and inference for dependence in multivariate data2010-03-01Paper
SEQUENTIAL SURVEILLANCE OF THE TANGENCY PORTFOLIO WEIGHTS2009-11-27Paper
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén2009-09-18Paper
Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes2009-05-12Paper
Surveillance of the mean behavior of multivariate time series2008-12-01Paper
Multivariate control charts based on a projection approach2008-03-06Paper

Research outcomes over time


Doctoral students

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