Pages that link to "Item:Q2786936"
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The following pages link to Distribution of the product of a singular Wishart matrix and a normal vector (Q2786936):
Displaying 11 items.
- Singular inverse Wishart distribution and its application to portfolio theory (Q900811) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (Q2022544) (← links)
- Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation (Q2112277) (← links)
- On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector (Q2960462) (← links)
- Statistical inference for the tangency portfolio in high dimension (Q5163043) (← 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)
- Matrix variate generalized asymmetric Laplace distributions (Q6050281) (← links)
