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Year of PublicationTitleAuthor(s)
2018Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theoryBodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof; Tyrcha, Joanna
2018Bayesian inference for the tangent portfolioBauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema
2022Estimation of optimal portfolio compositions for small sample and singular covariance matrixBodnar, Taras; Mazur, Stepan; Nguyen, Hoang
2017Discriminant analysis in small and large dimensionsBodnar, Taras; Mazur, Stepan; Ngailo, Edward; Parolya, Nestor
2020Singular conditional autoregressive Wishart model for realized covariance matricesAlfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna
2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributionsBodnar, Taras; Mazur, Stepan; Parolya, Nestor
2021Objective Bayesian meta-analysis based on generalized multivariate random effects modelBodnar, Olha; Bodnar, Taras
2017On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensionsBodnar, Taras; Mazur, Stepan; Muhinyuza, Stanislas; Parolya, Nestor