On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory
| Year of publication: |
2011
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|---|---|
| Authors: | BODNAR, TARAS ; OKHRIN, YAREMA |
| Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 38.2011, 2, p. 311-331
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| Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010626798