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- 2023
-
Mark
Matrix variate generalized asymmetric laplace distributions
(
- Contribution to journal › Article
- 2019
-
Mark
Tangency portfolio weights for singular covariance matrix in small and large dimensions : Estimation and test theory
(
- Contribution to journal › Article
- 2018
-
Mark
Third cumulant for multivariate aggregate claim models
(
- Contribution to journal › Article
- 2017
-
Mark
Bayesian estimation of the global minimum variance portfolio
(
- Contribution to journal › Article
-
Mark
A test for the global minimum variance portfolio for small sample and singular covariance
(
- Contribution to journal › Article
- 2016
-
Mark
Singular inverse Wishart distribution and its application to portfolio theory
(
- Contribution to journal › Article
-
Mark
Central limit theorems for functionals of large dimensional sample covariance matrix and mean vector in matrix-variate skewed model
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
(
- Contribution to journal › Article
- 2015
-
Mark
Singular Inverse Wishart Distribution with Application to Portfolio Theory
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
-
Mark
A linear test for the global minimum variance portfolio for small sample and singular covariance
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper