Browsing All of EconStor by Author Muhinyuza, Stanislas
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2017 | On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions | Bodnar, Taras; Mazur, Stepan; Muhinyuza, Stanislas; Parolya, Nestor |
2020 | Statistical Inference for the Tangency Portfolio in High Dimension | Karlsson, Sune; Mazur, Stepan; Muhinyuza, Stanislas |
2023 | A test on the location of tangency portfolio for small sample size and singular covariance matrix | Drin, Svitlana; Mazur, Stepan; Muhinyuza, Stanislas |