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2025
Mark Matrix variate gamma distributions with unrestricted shape parameter
Kozubowski, Tomasz J. ; Mazur, Stepan ^LU and Podgórski, Krzysztof ^LU (2025) In Journal of Multivariate Analysis 209.
- 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
2017
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
2015
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
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