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  • Search: subject:"eigenvalues"
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Year of publication
Subject
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Eigenvalues 43 eigenvalues 38 Estimation theory 13 Schätztheorie 13 Theorie 11 Theory 10 Zeitreihenanalyse 10 Time series analysis 9 Correlation 8 Eigenvalues and eigenvectors 8 Korrelation 8 Linear algebra 7 Lineare Algebra 7 VAR-Modell 7 eigenvectors 7 Graphs 6 VAR model 6 mathematics 6 Factor analysis 5 Faktorenanalyse 5 Graph theory 5 graphs 5 principal component analysis 5 Determinant 4 Graphentheorie 4 Matrix equality 4 Portfolio selection 4 Portfolio-Management 4 Principal component analysis 4 Spatial data 4 Trace 4 Arithmetic mean 3 Complex-valued eigenvalues 3 Computational techniques 3 EIGENVALUES 3 Eigenvectors 3 Estimation 3 Geometric mean 3 Harmonic mean 3 Macroeconomics 3
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Online availability
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Undetermined 69 Free 63
Type of publication
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Article 80 Book / Working Paper 56 Other 2
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 13 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article 2 Aufsatz im Buch 1 Book section 1 review 1
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Language
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Undetermined 88 English 49 Spanish 1
Author
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Haemers, W.H. 12 van Dam, Edwin Robert 9 Krippner, Leo 5 Ledoit, Olivier 4 Cho, Jin Seo 3 Herbert, Ric D. 3 Oliveira, Victor De 3 Spence, E. 3 Stemp, Peter J. 3 Wolf, Michael 3 Beneš, Jaromír 2 Brouwer, A.E. 2 Carlini, Federico 2 Ciciretti, Vito 2 Comellas, Francesc 2 Donald, Stephen G. 2 Fortuna, Natércia 2 Jin, Xin 2 Koolen, J.H. 2 Leeuw, Jan 2 Maheu, John M 2 Paardekooper, M.H.C. 2 Pallotta, Alberto 2 Phillips, Peter C. B. 2 Pipiras, Vladas 2 Rubin, Mirco 2 Shukla, Pragya 2 Stemp, Peter 2 Vallarino, Pierluigi 2 Vávra, David 2 Yao, Jianfeng 2 Alcántara Escolano, Vicent 1 Alcántara, Vicent 1 Alexandrov, V.N. 1 Allam, Abdelaziz 1 Allen, J.J. 1 Amaya, María 1 Aouchiche, Mustapha 1 Aragón, Alberto Herrou 1 Arashi, M. 1
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Institution
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Tilburg University, School of Economics and Management 11 Tilburg University, Center for Economic Research 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 College of Business, University of Texas-San Antonio 2 Faculdade de Economia, Universidade do Porto 2 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 2 University of Toronto, Department of Economics 2 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, Oxford University 1 Economic Research Institute, College of Business and Economics 1 European Central Bank 1 Istituto Nazionale di Statistica (ISTAT) 1 Society for Computational Economics - SCE 1 UNIVERSIDAD EXTERNADO DE COLOMBIA 1
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Published in...
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Research Memorandum / Tilburg University, School of Economics and Management 11 Discussion Paper / Tilburg University, Center for Economic Research 10 Physica A: Statistical Mechanics and its Applications 7 Annals of the Institute of Statistical Mathematics 6 Mathematics and Computers in Simulation (MATCOM) 6 Psychometrika 6 Journal of Multivariate Analysis 5 Economics letters 3 MPRA Paper 3 Statistics & Probability Letters 3 Advances in Data Analysis and Classification 2 European journal of operational research : EJOR 2 Journal of mathematical finance 2 Stochastic Processes and their Applications 2 Working Papers / College of Business, University of Texas-San Antonio 2 Working Papers / University of Toronto, Department of Economics 2 Working paper 2 Algorithmic finance 1 Australian Journal of Management 1 BILTOKI 1 Bulletin of the Czech Econometric Society 1 CAMA working paper series 1 CEF.UP Working Papers 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Centro Sraffa working papers 1 Computational Economics 1 Computational Optimization and Applications 1 Computational Statistics 1 Computational economics 1 Computing in Economics and Finance 2003 1 Cowles Foundation Discussion Papers 1 Cowles Foundation discussion paper 1 DOCUMENTOS DE MATEMATICA Y ESTADISTICA 1 Demographic Research 1 Department of Economics - Working Papers Series 1 Digital Designs for Money, Markets, and Social Dilemmas 1 Discussion paper / Tinbergen Institute 1 ECARES working paper 1 ECB Working Paper 1
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Source
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RePEc 96 ECONIS (ZBW) 32 EconStor 5 BASE 3 Other ZBW resources 2
Showing 11 - 20 of 138
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Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo - 2023
Persistent link: https://www.econbiz.de/10014432302
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On properties of univariate max functions at local maximizers
Mitchell, Tim; Overton, Michael L. - In: Optimization Letters 16 (2022) 9, pp. 2527-2541
More than three decades ago, Boyd and Balakrishnan established a regularity result for the two-norm of a transfer function at maximizers. Their result extends easily to the statement that the maximum eigenvalue of a univariate real analytic Hermitian matrix family is twice continuously...
Persistent link: https://www.econbiz.de/10015181945
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Robust linear algebra
Bertsimas, Dimitris; Koukouvinos, Thodoris - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1174-1184
Persistent link: https://www.econbiz.de/10014456944
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On the Geršgorin discs of distance matrices of graphs
Aouchiche, Mustapha; Rather, Bilal A.; El Hallaoui, Issmail - 2021
Persistent link: https://www.econbiz.de/10012667242
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Capital theory debates : new developments and direction
Tsoulfidis, Lefteris - 2021
Persistent link: https://www.econbiz.de/10013187427
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Computation of financial risk using principal component analysis
Mavungu, Masiala - In: Algorithmic finance 10 (2023) 1/2, pp. 1-20
Persistent link: https://www.econbiz.de/10014474552
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A new empirical contribution to an old theoretical puzzle : what input-output matrix properties tells us about equilibrium prices and quantities
Shaikh, Anwar; Pires, Luiza Nassif; Coronado, José … - In: Economic systems research 35 (2023) 1, pp. 118-135
Persistent link: https://www.econbiz.de/10014295140
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Invertibility condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix
Klein, André; Mélard, Guy - 2020
Persistent link: https://www.econbiz.de/10012242677
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Random matrix theory (RMT) application on financial data
Kaneko, Takuya; Hisakado, Masato - In: Digital Designs for Money, Markets, and Social Dilemmas, (pp. 347-361). 2022
Persistent link: https://www.econbiz.de/10013363389
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How many factors in factor analysis? : new insights about parallel analysis with confidence intervals
Iacobucci, Dawn; Ruvio, Ayalla; Román, Sergio; Moon, … - In: Journal of business research : JBR 139 (2022), pp. 1026-1043
Persistent link: https://www.econbiz.de/10013194332
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