1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.ME2021★ 1 cited
Objective Bayesian meta-analysis based on generalized multivariate random effects model
Olha Bodnar, Taras Bodnar
Objective Bayesian inference procedures are derived for the parameters of the multivariate random effects model generalized to elliptically contoured distributions. The posterior f…
q-fin.PM2020
Bayesian Quantile-Based Portfolio Selection
Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson +1
We study the optimal portfolio allocation problem from a Bayesian perspective using value at risk (VaR) and conditional value at risk (CVaR) as risk measures. By applying the poste…
math.ST2017
Discriminant analysis in small and large dimensions
Taras Bodnar, Stepan Mazur, Edward Ngailo +1
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different m…