Surveillance of the covariance matrix based on the properties of the singular Wishart distribution

Bodnar, Olha; Bodnar, Taras; Okhrin, Yarema (2009). Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. Computational statistics & data analysis, 53(9), pp. 3372-3385. New York, N.Y.: Elsevier 10.1016/j.csda.2009.02.020

Full text not available from this repository. (Request a copy)

Item Type:	Journal Article (Original Article)
Division/Institute:	03 Faculty of Business, Economics and Social Sciences > Department of Economics
UniBE Contributor:	Okhrin, Yarema
ISSN:	0167-9473
Publisher:	Elsevier
Language:	English
Submitter:	Factscience Import
Date Deposited:	04 Oct 2013 15:15
Last Modified:	05 Dec 2022 14:23
Publisher DOI:	10.1016/j.csda.2009.02.020
Web of Science ID:	000266381800011
URI:	https://boris.unibe.ch/id/eprint/33174 (FactScience: 198558)