# Mathematical Background

Formal derivations for the distributions and algorithms in `normix`, based on
{ref}`Shi2016 <shi2016>`. Pages are grouped by topic. Bibliographic entries live
in {doc}`../references`.

```{toctree}
:maxdepth: 1
:caption: Distributions

gig
gh
varentropy
```

```{toctree}
:maxdepth: 1
:caption: Fitting

em_algorithm
online_em
shrinkage
factor_analysis
```

```{toctree}
:maxdepth: 1
:caption: Portfolio & risk

mean_risk_optimization
cvar_derivatives
transaction_costs
enb
generalized_enb
```