Taras Bodnar
Identifiers
- name variant Taras Bodnar 0.60 · backfill
Papers (8)
- Discriminant analysis in small and large dimensions math.ST · 2017 · author #1
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension math.ST · 2016 · author #1
- Optimal Shrinkage Estimator for High-Dimensional Mean Vector math.ST · 2016 · author #1
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix math.ST · 2015 · author #1
- Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications math.ST · 2014 · author #1
- On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix math.ST · 2013 · author #1
- False Discovery Rate Control under Archimedean Copula math.ST · 2013 · author #1
- On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory q-fin.PM · 2012 · author #1
Mentions
Frequent Coauthors
- Nestor Parolya 6 shared papers
- Stepan Mazur 2 shared papers
- Arjun K. Gupta 1 shared papers
- Edward Ngailo 1 shared papers
- Holger Dette 1 shared papers
- Markus Reiss 1 shared papers
- Ostap Okhrin 1 shared papers
- Stanislas Muhinyuza 1 shared papers
- Thorsten Dickhaus 1 shared papers
- Wolfgang Schmid 1 shared papers