| Three estimators of the Mahalanobis distance in high-dimensional data HET Holgersson, PS Karlsson Journal of Applied Statistics 39 (12), 2713-2720, 2012 | 15 | 2012 |
| Performances of Model Selection Criteria When Variables are Ill Conditioned PS Karlsson, L Behrenz, G Shukur Computational Economics, 1-22, 2017 | 13 | 2017 |
| Estimating mean-standard deviation ratios of financial data HET Holgersson, PS Karlsson, R Mansoor Journal of Applied Statistics 39 (3), 657-671, 2012 | 9 | 2012 |
| A risk perspective of estimating portfolio weights of the Global Minimum Variance portfolio T Holgersson, PS Karlsson, A Stephan Statistischen Woche 2016, Augsburg, Germany, September 13-16, 2016, 2016 | 5* | 2016 |
| Expected and unexpected values of individual Mahalanobis distances D Dai, T Holgersson, P Karlsson Communications in Statistics-Theory and Methods 46 (18), 8999-9006, 2017 | 2 | 2017 |
| The Incompleteness Problem of the APT Model PS Karlsson Computational Economics 38 (2), 129-151, 2011 | 1 | 2011 |
| Point estimators of the Mahalanobis distance in high-dimensional data PS Karlsson | | 2016 |
| Estimating Individual Mahalanobis Distance in High-Dimensional Data D Dai, T Holgersson, P Karlsson Working Paper Series in Economics and Institutions of Innovation, 2014 | | 2014 |
| Expected and Unexpected Values of Individual mahalanobis Distances T Holgersson, P Karlsson, D Dai Statistiche Woche, 17-20 September 2013, 2013 | | 2013 |
| Issues of incompleteness, outliers and asymptotics in high dimensional data PS Karlsson Jönköping International Business School, 2011 | | 2011 |
| An Investigation and Development of Three Estimators of Inverse Covariance Matrices With Applications to the Mahalanobis Distance T Holgersson, P Karlsson | | 2010 |
| Model Based vs. Model Independent Tests for Cross-Correlation HET Holgersson, PS Karlsson Journal of Modern Applied Statistical Methods 9 (1), 9, 2010 | | 2010 |
| On the Asymptotics of Increasing Dimension Models: Methods for Complete or Incomplete Data P Karlsson JIBS, 2009 | | 2009 |
