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:

06 Dec 2013 14:00

Publisher DOI:

10.1016/j.csda.2009.02.020

Web of Science ID:

000266381800011

URI:

https://boris.unibe.ch/id/eprint/33174 (FactScience: 198558)

Actions (login required)

Edit item Edit item
Provide Feedback