Search Results - subject:"eigenvalues"

When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand

Gaalman, Gerard J. C.; Disney, Stephen M.; Wang, Xun - In: International journal of production economics 250 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013535783

Local asymptotic normality of the spectrum of high-dimensional spiked F-ratios

Dharmawansa, Prathapasinghe; Johnstone, Iain M.; … - 2018

Persistent link: https://www.econbiz.de/10012667601

Determining the number of factors in static approximate factor models using discrete fourier transforms and pseudo-eigenvalues

Ruan, Weihua; Hou, Qian - In: Jahrbücher für Nationalökonomie und Statistik 241 (2021) 1, pp. 71-117

Persistent link: https://www.econbiz.de/10012437568

Entropy of graphs in financial markets

Nie, Chun-Xiao; Song, Fu-Tie - In: Computational economics 57 (2021) 4, pp. 1149-1166

Persistent link: https://www.econbiz.de/10012543268

On the Sum of Laplacian Eigenvalues of Graphs

Haemers, W.H.; Mohammadian, A.; Tayfeh-Rezaie, B. - Tilburg University, Center for Economic Research - 2008

AMS Subject Classification: 05C50, 15A42.

Persistent link: https://www.econbiz.de/10011092004

Portfolio rho-presentativity

Froidure, Tristan; Jjalalzai, Khalid; Choueifaty, Yves - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-52

Persistent link: https://www.econbiz.de/10012153456

Testing equality of covariance matrices via pythagorean means

Cho, Jin Seo; Phillips, Peter C. B. - 2014

Persistent link: https://www.econbiz.de/10010470643

Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions

Ledoit, Olivier; Wolf, Michael - 2013

larger. In such settings, there is a common remedy for both statistical problems: nonlinear shrinkage of the eigenvalues of … asymptotic grounds. A key tool to this end is consistent estimation of the set of eigenvalues of the population covariance matrix …

Persistent link: https://www.econbiz.de/10010316930

Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions

Ledoit, Olivier; Wolf, Michael - Institut für Volkswirtschaftslehre, … - 2013

Persistent link: https://www.econbiz.de/10010817245

Optimal Design of Modified Power System Stabilizer Using Multi Objective Based Bio Inspired Algorithms

Butti, Dasu; Mangipudi, Siva Kumar; Rayapudi, Srinivasarao - In: International Journal of Energy Optimization and … 7 (2018) 4, pp. 17-55

In this article, a multi objective and a novel objective based Power System Stabilizer (PSS) design is proposed for a modified Heffron - Philiphs model (MHP) using bio inspired algorithms. A conventional Heffron – Philphs (CHP) model is developed by taking infinite bus voltage as reference,...

Persistent link: https://www.econbiz.de/10012044590