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1407.0471
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Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications
Journal of Multivariate Analysis (JMA), 2014
2 July 2014
Taras Bodnar
M. Reiß
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Papers citing
"Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications"
4 / 4 papers shown
Consistent Estimation of the High-Dimensional Efficient Frontier
European Journal of Finance (Eur. J. Finance), 2024
Taras Bodnar
Nikolaus Hautsch
Yarema Okhrin
Nestor Parolya
160
0
0
23 Sep 2024
Statistical inference for the EU portfolio in high dimensions
Taras Bodnar
Solomiia Dmytriv
Yarema Okhrin
Nestor Parolya
W. Schmid
173
15
0
10 May 2020
Discriminant analysis in small and large dimensions
Taras Bodnar
S. Mazur
E. Ngailo
Nestor Parolya
203
8
0
08 May 2017
Optimal Shrinkage Estimator for High-Dimensional Mean Vector
Taras Bodnar
Ostap Okhrin
Nestor Parolya
269
28
0
28 Oct 2016
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