Stepan Mazur (Former)

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2023
Mark Matrix variate generalized asymmetric laplace distributions
Kozubowski, Tomasz J ; Mazur, Stepan ^LU and Podgórski, Krzysztof ^LU (2023) In Theory of Probability and Mathematical Statistics 109. p.55-80
- Contribution to journal › Article
2019
Mark Tangency portfolio weights for singular covariance matrix in small and large dimensions : Estimation and test theory
Bodnar, Taras ; Mazur, Stepan ^LU ; Podgórski, Krzysztof ^LU and Tyrcha, Joanna (2019) In Journal of Statistical Planning and Inference 201. p.40-57
- Contribution to journal › Article
2018
Mark Third cumulant for multivariate aggregate claim models
Loperfido, Nicola ; Mazur, Stepan ^LU and Podgórski, Krzysztof ^LU (2018) In Scandinavian Actuarial Journal 2018(2). p.109-128
- Contribution to journal › Article
2017
Mark Bayesian estimation of the global minimum variance portfolio
Bodnar, Taras ; Mazur, Stepan ^LU and Okhrin, Yarema (2017) In European Journal of Operational Research 256(1). p.292-307
- Contribution to journal › Article
Mark A test for the global minimum variance portfolio for small sample and singular covariance
Bodnar, Taras ; Mazur, Stepan ^LU and Podgórski, Krzysztof ^LU (2017) In AStA Advances in Statistical Analysis 101(3). p.253-265
- Contribution to journal › Article
2016
Mark Singular inverse Wishart distribution and its application to portfolio theory
Mazur, Stepan ^LU ; Bodnar, Taras and Podgorski, Krzysztof ^LU (2016) In Journal of Multivariate Analysis 143. p.314-326
- Contribution to journal › Article
Mark Central limit theorems for functionals of large dimensional sample covariance matrix and mean vector in matrix-variate skewed model
Bodnar, Taras ; Mazur, Stepan ^LU and Parolya, Nestor (2016) In Working Papers in Statistics
- Working paper/Preprint › Working paper
Mark On the asymptotic and approximate distributions of the product of an inverse wishart matrix and a gaussian vector
Kotsiuba, Igor and Mazur, S. ^LU (2016) In Theory of Probability and Mathematical Statistics 93. p.103-112
- Contribution to journal › Article
2015
Mark A linear test for the global minimum variance portfolio for small sample and singular covariance
Bodnar, Taras ; Mazur, Stepan ^LU and Podgorski, Krzysztof ^LU (2015) In Working Papers in Statistics
- Working paper/Preprint › Working paper
Mark Singular Inverse Wishart Distribution with Application to Portfolio Theory
Bodnar, Taras ; Mazur, Stepan ^LU and Podgorski, Krzysztof ^LU (2015) In Working Papers in Statistics
- Working paper/Preprint › Working paper

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