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  • Search: subject:"matrix variate"
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Year of publication
Subject
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Estimation theory 5 Schätztheorie 5 Statistical distribution 5 Statistische Verteilung 5 Linear algebra 4 Lineare Algebra 4 distribution theory 4 matrix variate skew-normal distribution 4 Analysis of variance 3 Asset allocation 3 Covariance targeting 3 High-dimensional data 3 Portfolio selection 3 Portfolio-Management 3 Realized covariance matrix 3 Stochastic process 3 Stochastischer Prozess 3 Stock co-volatility 3 Theorie 3 Theory 3 Time series matrix-variate model 3 Varianzanalyse 3 Volatility 3 Volatilität 3 high-dimensional asymptotics 3 stochastic representation 3 tangency portfolio 3 Capital income 2 Correlation 2 Covariance mixture of Gaussian distributions 2 Kapitaleinkommen 2 Korrelation 2 MatG distribution 2 Matrix variate 2 Probability theory 2 Random matrices 2 Time series analysis 2 Uniform distribution 2 Wahrscheinlichkeitsrechnung 2 Wishart distribution 2
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Online availability
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Free 10 Undetermined 10
Type of publication
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Article 11 Book / Working Paper 10
Type of publication (narrower categories)
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Working Paper 8 Arbeitspapier 4 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 4 Non-commercial literature 4
Language
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English 13 Undetermined 8
Author
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Mazur, Stepan 7 Javed, Farrukh 6 Bodnar, Taras 4 Kozubowski, Tomasz J. 4 Alfelt, Gustav 3 Thorsén, Erik 3 Tyrcha, Joanna 3 Díaz-García, José 2 Gupta, Arjun K. 2 Gutiérrez-Jáimez, Ramón 2 Podgorski, Krysztof 2 Podgórski, Krzysztof 2 Arias-Serna, María Andrea 1 Arnold, Barry C. 1 Arslan, Olcay 1 Bradshaw, David 1 Bulut, Y. Murat 1 Caro-Lopera, Francisco José 1 Khaled, Mohamad 1 Liseo, Brunero 1 Loubes, Jean Michel 1 Nagar, Daya K. 1 Parisi, Antonio 1 Pensky, Marianna 1 Phillips, Peter C.B. 1 Roldán-Correa, Alejandro 1 Villasenor, Jose A. 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 1 Society for Computational Economics - SCE 1
Published in...
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Working Paper 4 Working paper 4 Journal of Multivariate Analysis 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2006 1 Cowles Foundation Discussion Papers 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of the Operational Research Society 1 Metrika 1 Statistics & Probability Letters 1 The European journal of finance 1
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Source
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RePEc 9 ECONIS (ZBW) 8 EconStor 4
Showing 21 - 21 of 21
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A New Proof of Knight's Theorem on the Cauchy Distribution
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1989
We offer a new and straightforward proof of F.B. Knight's [3] theorem that the Cauchy type is characterized by the fact that it has no atom and is invariant under the involution i : x - -1/x. Our approach uses the representation X = tan theta where theta is uniform on (-pi/2,pi/2) when X is...
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