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  • Search: subject:"Discrete spectrum"
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Year of publication
Subject
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Time series 3 Conditional expectations operator 1 Discrete spectrum 1 Discrete-spectrum 1 Eigenvalue decay rates 1 Empirical best linear unbiased predictor 1 Finite discrete spectrum linear regression model 1 Lamb shift 1 Lamb-spectrum 1 Mean squared error of empirical best linear unbiased predictor 1 Multivariate diffusion 1 Natural estimators of variance components 1 Nonlinear principal components 1 Orthogonal and oblique projectors 1 Orthogonal finite discrete spectrum linear regression model 1 Quadratic form 1 Relativistic multipole transitions 1 Renormalization 1 The Schur complement 1 finite discrete spectrum linear regression model 1 invariant quadratic estimators of variance components 1 maximum likelihood estimation 1 restricted maximum likelihood estimation 1
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Online availability
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Undetermined 4 Free 1
Type of publication
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Article 4 Book / Working Paper 1
Language
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Undetermined 4 English 1
Author
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Štulajter, František 2 Chen, Xiaohong 1 Hansen, Lars Peter 1 Hančová, Martina 1 Scheinkman, Jose 1 Seke, J. 1 Witkovský, Viktor 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Metrika 3 Cowles Foundation Discussion Papers 1 Physica A: Statistical Mechanics and its Applications 1
Source
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RePEc 5
Showing 1 - 5 of 5
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Principal Components and Long Run Implications of Multivariate Diffusions
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, Jose - Cowles Foundation for Research in Economics, Yale University - 2009
We investigate a method for extracting nonlinear principal components. These principal components maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate densities, including densities without compact support and...
Persistent link: https://www.econbiz.de/10004990990
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Natural estimation of variances in a general finite discrete spectrum linear regression model
Hančová, Martina - In: Metrika 67 (2008) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10005155785
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Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model
Štulajter, František - In: Metrika 65 (2007) 3, pp. 331-348
Persistent link: https://www.econbiz.de/10005178961
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Estimation of variances in orthogonal finite discrete spectrum linear regression models
Štulajter, František; Witkovský, Viktor - In: Metrika 60 (2004) 2, pp. 105-118
(REML) of variances in an orthogonal Finite Discrete Spectrum Linear Regression Model (FDSLRM) are derived and the problems …
Persistent link: https://www.econbiz.de/10005375741
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Evaluation of relativistic transition matrix elements and their contributions to the discrete-spectrum Lamb shift in hydrogenic atoms
Seke, J. - In: Physica A: Statistical Mechanics and its Applications 233 (1996) 1, pp. 469-484
individual discrete states and those of the whole discrete spectrum to the Lamb shift of the 1s state are explicitly calculated. …
Persistent link: https://www.econbiz.de/10010587384
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