On the Joint Distribution of a Quadratic and a Linear Form in Normal Random Variables
Raymond Kan, Taras Bodnar, Stepan Mazur
0 citationsSSRN Electronic Journal
Taras Bodnar
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161Publications signalées
1843Citations signalées
1Affiliations récentes
Institutions déclarées
Domaines associés
Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesRandom Matrices and ApplicationsRisk and Portfolio OptimizationStatistical Methods and Inference
Publications récentes
Dimension reduction in multivariate analysis
Nicola Loperfido, Haruhiko Ogasawara, Taras Bodnar
0 citationsJournal of Multivariate Analysis
Theoretical and practical aspects of Birge ratio method for adjusting uncertainty in multivariate measurements
0 citationsMetrology and instruments
Consistent estimation of the high-dimensional efficient frontier
Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin, Nestor Parolya
2 citationsEuropean Journal of Finance
High-Dimensional portfolio selection with HDShOP package
Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Dmitry Otryakhin et autres
4 citationsEuropean Journal of Finance
Estimation of the multivariate symmetric stable distribution using the method of moments
Taras Bodnar, Dmitry Otryakhin, Erik Thorsén
1 citationCommunication in Statistics- Theory and Methods
Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies
1 citationJournal of Multivariate Analysis
Consistent Estimation of the High-Dimensional Efficient Frontier
Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin, Nestor Parolya
3 citationsRePEc: Research Papers in Economics
Nonlinear shrinkage test on a large‐dimensional covariance matrix
Taras Bodnar, Nestor Parolya, Frederik Veldman
0 citationsStatistica Neerlandica
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection
Olha Bodnar, Taras Bodnar, Vilhelm Niklasson
9 citationsJournal of Business and Economic Statistics
Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model
3 citationsComputational Statistics & Data Analysis
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications
2 citationsarXiv (Cornell University)
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