Editorial
Authors:
Taras Bodnar and Ostap Okhrin
Journal:
Theor. Probability and Math. Statist. 109 (2023), 1-2
DOI:
https://doi.org/10.1090/tpms/1194
Published electronically:
October 3, 2023
Full-text PDF
References |
Additional Information
References
- Jose-M. Bernardo and Adrian F. M. Smith, Bayesian theory, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, John Wiley & Sons, Ltd., Chichester, 1994. MR 1274699, DOI 10.1002/9780470316870
- A. K. Gupta and D. K. Nagar, Matrix variate distributions, Chapman & Hall/CRC Monographs and Surveys in Pure and Applied Mathematics, vol. 104, Chapman & Hall/CRC, Boca Raton, FL, 2000. MR 1738933
- Arjun K. Gupta, Tamas Varga, and Taras Bodnar, Elliptically contoured models in statistics and portfolio theory, 2nd ed., Springer, New York, 2013. MR 3112145, DOI 10.1007/978-1-4614-8154-6
- V. A. Marc̆enko and L. A. Pastur. Distribution of eigenvalues for some sets of random matrices. Sbornik: Mathematics 1 (1967), no. 4, 457–483.
- Robb J. Muirhead, Aspects of multivariate statistical theory, Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons, Inc., New York, 1982. MR 652932, DOI 10.1002/9780470316559
- Roger B. Nelsen, An introduction to copulas, 2nd ed., Springer Series in Statistics, Springer, New York, 2006. MR 2197664, DOI 10.1007/s11229-005-3715-x
- S. T. Rachev and S. Mittnik, Stable paretian models in finance, John Wiley & Sons, New York, 2000.
- Jianfeng Yao, Shurong Zheng, and Zhidong Bai, Large sample covariance matrices and high-dimensional data analysis, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 39, Cambridge University Press, New York, 2015. MR 3468554, DOI 10.1017/CBO9781107588080
References
- J. M. Bernardo and A. F. M. Smith, Bayesian theory, John Wiley & Sons, Chichester, 1994. MR 1274699
- A. Gupta and D. Nagar, Matrix variate distributions, Chapman and Hall/CRC, Boca Raton, 2000. MR 1738933
- A. Gupta, T. Varga, and T. Bodnar, Elliptically contoured models in statistics and portfolio theory, Springer, New York, 2013. MR 3112145
- V. A. Marc̆enko and L. A. Pastur. Distribution of eigenvalues for some sets of random matrices. Sbornik: Mathematics 1 (1967), no. 4, 457–483.
- R. J. Muirhead, Aspects of multivariate statistical theory, John Wiley & Sons, New York, 1982. MR 652932
- R. B. Nelsen, An introduction to copulas. Springer, New York, 2006. MR 2197664
- S. T. Rachev and S. Mittnik, Stable paretian models in finance, John Wiley & Sons, New York, 2000.
- J. Yao, S. Zheng, and Z. D. Bai, Large sample covariance matrices and high-dimensional data analysis, Cambridge University Press, New York, 2015. MR 3468554
Additional Information
Taras Bodnar
Affiliation:
Department of Mathematics, Stockholm University, Roslagsvägen 30, SE-11419 Stockholm, Sweden
Email:
taras.bodnar@math.su.se
Ostap Okhrin
Affiliation:
Chair of Econometrics and Statistics esp. in Transportation, Technische Universität Dresden, D-01062 Dresden, Germany
Email:
ostap.okhrin@tu-dresden.de
Published electronically:
October 3, 2023
Article copyright:
© Copyright 2023
Taras Shevchenko National University of Kyiv
