Stepan Mazur (Former)
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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