Stepan Mazur

Available identifiers

zbMath Open mazur.stepanMaRDI QIDQ391860

List of research outcomes

Publication	Date of Publication	Type
Matrix variate generalized asymmetric Laplace distributions	2023-10-12	Paper
On the mean and variance of the estimated tangency portfolio weights for small samples	2022-12-13	Paper
Higher order moments of the estimated tangency portfolio weights	2022-03-01	Paper
Statistical inference for the tangency portfolio in high dimension	2021-11-08	Paper
Discriminant analysis in small and large dimensions	2020-08-26	Paper
On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension	2020-03-03	Paper
Estimation of the linear fractional stable motion	2019-12-05	Paper
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory	2019-08-09	Paper
Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions	2019-06-07	Paper
BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO	2019-01-10	Paper
A test for the global minimum variance portfolio for small sample and singular covariance	2018-11-12	Paper
Third cumulant for multivariate aggregate claim models	2018-08-31	Paper
Bayesian estimation of the global minimum variance portfolio	2018-05-24	Paper
Estimation of the linear fractional stable motion	2018-02-18	Paper
On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector	2017-02-09	Paper
Distribution of the product of a singular Wishart matrix and a normal vector	2016-02-24	Paper
Singular inverse Wishart distribution and its application to portfolio theory	2015-12-23	Paper
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector	2014-01-13	Paper
Multifractal products of diffusion processes and randomized scenario	2012-07-16	Paper

Research outcomes over time

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