pith. sign in

Taras Bodnar

Identifiers

  • name variant Taras Bodnar 0.60 · backfill

Papers (8)

  1. Discriminant analysis in small and large dimensions math.ST · 2017 · author #1
  2. On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension math.ST · 2016 · author #1
  3. Optimal Shrinkage Estimator for High-Dimensional Mean Vector math.ST · 2016 · author #1
  4. Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix math.ST · 2015 · author #1
  5. Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications math.ST · 2014 · author #1
  6. On the Strong Convergence of the Optimal Linear Shrinkage Estimator for Large Dimensional Covariance Matrix math.ST · 2013 · author #1
  7. False Discovery Rate Control under Archimedean Copula math.ST · 2013 · author #1
  8. On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory q-fin.PM · 2012 · author #1

Mentions

  • 1407.0471 #1 · backfill · confidence 0.70 Taras Bodnar
  • 1308.2608 #1 · backfill · confidence 0.70 Taras Bodnar
  • 1305.3897 #1 · backfill · confidence 0.70 Taras Bodnar
  • 1207.1029 #1 · backfill · confidence 0.70 Taras Bodnar

Frequent Coauthors