123 Infos zu Nestor Parolya

3 Aktuelle Nachrichten

Seminar in Mathematical Econometrics Nestor Parolya (Hannover) Shrinkage Estimation Techniques for Large Dimensional Data: : Christoph Meineidig ...

Estimation of the Global Minimum Variance. Portfolio in High Dimensions. Taras Bodnar, Nestor Parolya and Wolfgang Schmid. 07.FEBRUARY ...

... (Munich): Asymptotic behavior of trimmed St. Petersburg sums; Nestor Parolya (Hannover): Direct shrinkage estimation of large dimensional precision matrix ...

1  Bilder zu Nestor Parolya

4 Profile in Sozialen Netzwerken

Nestor Parolya. Assistant Professor at Technische Universiteit Delft. Technische Universiteit DelftEuropa-Universität Viadrina Frankfurt (Oder). Bochum, ...

Ort: Lviv-Berlin / research fellow at Department of Statistics, Viadrina University

Semantic Scholar profile for Nestor Parolya, with 22 highly influential citations and 33 scientific research papers.

Semantic Scholar profile for Taras Bodnar, with 41 highly influential citations and 99 scientific research papers.

5 Firmen-Mitarbeiter

Nestor Parolya Hausanschrift Hauptgebäude, Raum Große . D Frankfurt (Oder) Postanschrift Stiftung Europa-Universität Viadrina

Verkko1. lokak · / Nestor Parolya Über uns Professuren Forschung Studium Internationales Karriere / Alumni Statistik Lehrstuhlinhaber Team Sekretariat Viktoriia …

Verkko2. huhtik · / Nestor Parolya Über uns Professuren Forschung Studium Internationales Karriere / Alumni Statistik Lehrstuhlinhaber Team Sekretariat Viktoriia …

Dissertation, Habilitation Kontakt; Nestor Parolya: Ruhr-Universität Bochum Economics: nestor.parolya[at]rub.de: Stephan Mazur : Dr. habil Taras Bodnar

3 Infos zur Ausbildung

Verkko17. lokak · Prof. Dr. Nestor Parolya () Prof. Dr. Robinson Kruse (E-Mail-adress on request)

Verkko10. lokak · · Bodnar, Taras, Nestor Parolya, and Wolfgang Schmid. "On the exact solution of the multi-period portfolio choice problem for an exponential utility under …

1 Angaben zur Herkunft

Nestor Parolya. MathSciNet. Ph.D. Europa-Universität Viadrina Frankfurt an der Oder Germany. Dissertation: Multi-Period and High-Dimensional Portfolio ...

11 Bücher zum Namen

Taras Bodnar ; Nestor Parolya ; Wolfgang Schmid. Year of publication: Authors: Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang: Publisher: Frankfurt (Oder ...

Papers by Nestor Parolya with links to code and results.

Taras Bodnar, Arjun K. Gupta, Nestor Parolya Abstract An optimal shrinkage estimator for the precision matrix in high dimensions is constructed. The recent results from the random matrix theory allow us to find the asymptotic deterministic equivalents of the optimal shrinkage intensities and estimate them consistently.

This book contains a selection of refereed papers presented at the

15 Dokumente

From: Nestor Parolya Jun.-Prof. Dr. [view email] [v1] Thu, 18 May :41:04 GMT (88kb,D). Which authors of this paper are endorsers?

Key Publications about Nestor Parolya Publications by Nestor Parolya off 0 Publications by Nestor Parolya by 2 Publications by Nestor Parolya.

Nestor Parolya (Institute of Statistics, Leibniz University Hannover) about "Testing for Independence of Large Dimensional Vectors"

VerkkoTaras Bodnar and Nestor Parolya Abstract A reflexive generalized inverse and the Moore-Penrose inverse are often confused in statistical literature but in fact they have …

16 Wissenschaftliche Publikationen

List of computer science publications by Nestor Parolya

Date Name Einrichtung Michael Rockinger Univ. Lausanne Nils Wittmann McKinsey &...

Verkko15. tammik · Taras Bodnar, Solomiia Dmytriv, Nestor Parolya, Wolfgang Schmid: Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional …

Bibliographic content of Journal of Multivariate Analysis, Volume 132

6 Allgemeine Veröffentlichungen

Access statistics for papers by Nestor Parolya. Last updated Update your information in the RePEc Author Service. Short-id: ppa

In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a ris

Optimal linear shrinkage estimator for large dimensional preci- sion matrix. Taras Bodnar, Arjun K. Gupta, Nestor Parolya Introduction .

This book contains a selection of refereed papers presented at the

1 Meinungen & Artikel

Lecturer: Nestor Parolya (University of Hannover). Location: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University.

51 Webfunde aus dem Netz

‪Delft University of Technology, Delft Institute of Applied Mathematics‬ - ‪‪445-mal zitiert‬‬ - ‪High-Dimensional Statistics‬ - ‪Random Matrix Theory‬ -...

Nestor Parolya. Delft University of Technology, Delft Institute of Applied Mathematics. 在tudelft.nl 的电子邮件经过验证. 被引用次数：168. High-Dimensional ...

Đồng tác giảXem tất cả… Yarema Okhrin,; Krzysztof Podgorski,; Nestor Parolya · Tiêu đề1–13, Trích dẫn bởi, Năm · Singular inverse Wishart distribution and its ...

Nestor Parolya: current contact information and listing of economic research of this author provided by RePEc/IDEAS/CitEc

Dr. Nestor Parolya, Leibniz Universität Hannover; : Dr. habil. Taras Bodnar, Humboldt-Universität zu Berlin; : Dipl.-Wirt.

Homepage of Nestor Parolya ... I am working on the theory and applications of large random matrices. One of the most important application areas is high- ...

Користувач: Nestor Parolya www.minus.lviv.ua

An Application of the Reversed News Model. December Christian Dreger, Yanqun Zhang: On the relevance of exports for regional output growth in China. January Taras Bodnar, Nestor Parolya, Wolfgang Schmid: Estimation of the Global Minimum Variance Portfolio in High Dimensions.

Prof. Nestor Parolya, Leibniz University Hannover 21st-24th September Prof. Dr. Kyusang Yu , Konkuk University, South Korea 14th-21st June

Homepage of the Richard-von-Mises-Lecture 2013

Taras Bodnar, Solomiia Dmytriv, Nestor Parolya, Wolfgang Schmid (v1: )q-fin.ST | math.ST | stat.TH 16 pages, 10 figures (final version, ...

Visnyk of the Lviv University. Series Mechanics and Mathematics

Verkko22. tammik · Vortrag von Prof. Dr. Nestor Parolya. Thema: Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio : : HG …

Taras Bodnar, Arjun K. Gupta, and Nestor Parolya, On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix, ...

Nestor Parolya (University of Hannover) Markus Pauly (University of Ulm) Mirek Pawlak (University of Manitoba, Winnipeg) Alexandra Piryatinska (San Francisco State University) Mark Podolskij (Aarhus University) Zuzanna Praskova (Charles University of Prague) Ewaryst Rafajlowicz (Wrocław University of Technology) Ulrich Rendtel (Freie ...

Nestor Parolya, Master of Statistics, ehemaliger wissenschaftlicher Mitarbeiter und Doktorand des Lehrstuhls, hat am erfolgreich seine Promotion ...

CFE website

Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. Taras Bodnar, Holger Dette, Nestor Parolya, Erik Thors' ...

... the test based on the shrinkage estimator is observed even for values of $c$ close to $1$. (joint work with Taras Bodnar, Solomiia Dmytriv and Nestor Parolya) ...

Holger Dette; Taras Bodnar; Nestor Parolya. Testing for Independence of Large Dimensional Vectors. Wednesday 14:10-15:00. Gerard van den Berg. Aging and ...