Telephone & Addresses
Taras Bodnar, 92, …go, US, N Kedzie Ave
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Taras R Bodnar, 92, …go, US, N Octavia Ave
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Recent advances in shrinkage-based high-dimensional ...
ideas.repec.org
by O Bodnar · · Cited by 5 — Taras Bodnar & Solomiia Dmytriv & Nestor Parolya & Wolfgang Schmid, "Tests for the weights of the global minimum variance portfolio in a ... by T Bodnar · · Cited by 13 — Taras Bodnar; Arjun K. Gupta; Nestor Parolya. Registered: · Nestor Parolya. Abstract. In this work we construct an optimal shrinkage estimator for the precision ... › eee › jmvana › arx › papers › html
Private Homepages
User Taras Bodnar - Stack Overflow
stackoverflow.com
Taras Bodnar. master, LNU. Apparently, this user prefers to keep an air of mystery about them. Member for 10 days; 0 profile views; Last seen yesterday ...
Employees
Dr. habil. Taras Bodnar • …
www.wiwi.europa-uni.de
WS : Gastprofessur an der TU Cottbus, Lehrstuhl Wirtschaftsinformatik: SS 2009: Ökonometrie (V) WS : Statistik II (Ü) SS 2008: Ökonometrie (V + Ü)
ausgewählte Publikationen • Wirtschaftswissenschaftliche Fakultät •...
www.wiwi.europa-uni.de
Taras Bodnar ...
Bad news
Theodore Bodnar Obituary - Jacksonville Beach, FL
www.dignitymemorial.com
OBITUARY. Theodore Taras Bodnar. January 24, – February 23, Obituary of Theodore Taras Bodnar. IN THE CARE OF ... › obituaries › theodo...
Heritage
Taras Bodnar - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
According to our current on-line database, Taras Bodnar has 1 student and 1 descendant. We welcome any additional information. If you have additional ...
Books & Literature
Sequential monitoring of high‐dimensional time series - Bodnar
onlinelibrary.wiley.com
by R Bodnar — .se · orcid.org Department of Mathematics, Stockholm University, Albanovägen 28, Stockholm, Sweden. › doi › abs › sjos
bokus.com: Taras Bodnar - Böcker | Bokus bokhandel
› cgi-bin › p...
Recent Developments in Multivariate and Random Matrix ...
books.google.rs
Taras Bodnar and Nestor Parolya Abstract A reflexive generalized inverse and the Moore-Penrose inverse are often confused in statistical literature but in ...
Related Documents
Estimation of sub-Gaussian random vectors using the method ...
arxiv.org
by T Bodnar · — Title:Estimation of sub-Gaussian random vectors using the method of moments. Authors:Taras Bodnar, Dmitry Otryakhin, Erik Thorsen. › math
Stefan Yaroslav Taras BODNAR - Companies House - GOV.UK
find-and-update.company-information.service.gov.uk
› ...
Should we invest in the global minimum variance portfolio ...
dl.acm.org
by T Bodnar · · Cited by 22 — Authors: · Taras Bodnar. Humboldt-University of Berlin, Dep. of Mathematics, Unter den Linden 6, D Berlin, Germany · Yarema Okhrin. University of Augsburg, ... › doi › abs › j.amc
Testing Portfolio Efficiency Under Alternative Distributions by Taras...
papers.ssrn.com
The exact density of linear combinations of global minimum variance portfolio weights is derived. The exact finite-sample statistical procedure to test general
Scientific Publications
Multivariate multiple test procedures based on nonparametric ...
pubmed.ncbi.nlm.nih.gov
by A Neumann · · Cited by 9 — Authors. André Neumann , Taras Bodnar , Dietmar Pfeifer , Thorsten Dickhaus. Affiliations. 1 Institute for Statistics, University of Bremen, ... › ...
University of Bremen, Prof. Dr. Thorsten Dickhaus
www.math.uni-bremen.de
Chapman & Hall / CRC Handbooks of Modern Statistical Methods, ISBN , 2021; Thorsten Dickhaus, André Neumann, Taras Bodnar: › ~dickhaus › publi-list
Publications
Elliptically Contoured Models in Statistics and Portfolio Theory
link.springer.com
by AK Gupta · Cited by 145 — Taras Bodnar. Arjun K. Gupta. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, USA. › book
Create a SciFeed alert for new publications With following keywords ...www.mdpi.com › scifeed_display
www.mdpi.com
By following authors. Taras Bodnar. Arjun K. Gupta. Valdemar Vitlinskyi. Taras Zabolotskyy. With settings. Email: Freq: Daily, Weekly, Monthly. One email with all ...
An exact test for a column of the covariance matrix based on a single...
link.springer.com
In this paper, we derive an exact test for a column of the covariance matrix. The test statistic is calculated by using a single observation. The exact dis
Table of contents - International Workshop on Functional ...
iwfos2014.unipmn.it
Optimal linear shrinkage estimator for large dimensional preci- sion matrix. Taras Bodnar, Arjun K. Gupta, Nestor Parolya Introduction .
Video & Audio
YouTube
www.youtube.com
Auf YouTube findest du großartige Videos und erstklassige Musik. Außerdem kannst du eigene Inhalte hochladen und mit Freunden oder mit der ganzen Welt teilen.
Miscellaneous
Taras Bodnar | LinkedIn
www.linkedin.com
View Taras Bodnar’s professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Taras Bodnar discover inside ...
A linear test for the global minimum variance portfolio for small ...
portal.research.lu.se
by T Bodnar · — A linear test for the global minimum variance portfolio for small sample and singular covariance. Taras Bodnar, Stepan Mazur, Krzysztof Podgorski. › publications › a-linear-test...
AMS :: Theory of Probability and Mathematical Statistics
www.ams.org
by S Muhinyuza · · Cited by 3 — Taras Bodnar, Stepan Mazur, Krzysztof Podgórski, and Joanna Tyrcha, Tangency portfolio weights for singular covariance matrix in small and large dimensions: ... › tpms
Bayesian Multivariate Meta-Analysis - README
cran.r-project.org
[1] Olha Bodnar, Taras Bodnar (2021). Objective Bayesian meta-analysis based on generalized multivariate random effects model. Under revision in Bayesian ... › packages › BayesMultMeta
Copula Modeling from Abe Sklar to the present day
www.journals.elsevier.com
Christian Genest, McGill University / Canada. Ostap Okhrin, Technische Universität Dresden / Germany. Taras Bodnar, Stockholm University / Sweden. › call-for-papers › co...
How risky is the optimal portfolio which maximizes the Sharpe ...
www.infona.pl
by T Bodnar · · Cited by 27 — How risky is the optimal portfolio which maximizes the Sharpe ratio? Taras Bodnar, Taras Zabolotskyy · Details · Contributors · Fields of science ... › resource › bwmeta1.element.sp...
ON THE UNBIASED ESTIMATOR OF THE EFFICIENT ...
www.worldscientific.com
by O BODNAR · · Cited by 28 — OLHA BODNAR · TARAS BODNAR. › doi
Statistical inference of the efficient frontier for dependent asset ...
www.econbiz.de
Statistical inference of the efficient frontier for dependent asset returns. Taras Bodnar; Wolfgang Schmid; Taras Zabolotskyy ... › Record › statistical-inference-...
Visiting Fellows and Guests of the Institute for Stochastics
www.ruhr-uni-bochum.de
Taras Bodnar, Humboldt-Universität zu Berlin; : Jun.-Prof. Dr. Thomas Hotz, Technische Universität Ilmenau; : Matthias Eckardt, ...
Taras Bodnar | LinkedIn
www.linkedin.com
Taras Bodnar Location Cottbus Area, Germany Industry Capital Markets Join LinkedIn and access Taras Bodnar’s full profile. ...
Elliptically Contoured Models in Statistics and Portfolio Theory...
www.kobo.com
Read Elliptically Contoured Models in Statistics and Portfolio Theory by Arjun K. Gupta with Rakuten Kobo. Elliptically Contoured Models in Statistics and...
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