Mathematical Background
=======================

This section provides the mathematical foundation for the distributions implemented
in ``normix``, based on [Shi2016]_.

.. toctree::
   :maxdepth: 2
   :caption: Contents:

   gig
   gh
   em_algorithm
   shrinkage
   factor_analysis
   online_em
   mean_risk_optimization
   cvar_derivatives
   transaction_costs
   enb
   generalized_enb

References
----------

.. [Shi2016] Shi, X. (2016). *Generalized Hyperbolic Distributions and Related Topics*. PhD Thesis.