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  • Search: subject:"matrix calculus"
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Year of publication
Subject
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Linear algebra 569 Lineare Algebra 569 Theorie 304 Theory 303 Estimation theory 154 Schätztheorie 154 Correlation 128 Korrelation 128 Mathematical programming 68 Mathematische Optimierung 68 Time series analysis 56 Zeitreihenanalyse 56 Mathematik 53 Portfolio selection 52 Portfolio-Management 52 Mathematics 50 Factor analysis 42 Faktorenanalyse 42 Analysis of variance 33 Stochastic process 33 Stochastischer Prozess 33 Varianzanalyse 33 Statistical distribution 28 Statistische Verteilung 28 Räumliche Interaktion 27 Spatial interaction 27 Ökonometrie 23 Econometrics 22 Estimation 22 Schätzung 22 Input-Output-Analyse 20 Input-output analysis 20 Markov chain 18 Markov-Kette 18 Statistical theory 18 Statistische Methodenlehre 18 Graphentheorie 17 Regional economics 17 Regionalökonomik 17 Statistical test 17
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Online availability
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Free 230 Undetermined 134 CC license 3
Type of publication
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Book / Working Paper 332 Article 246
Type of publication (narrower categories)
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Article in journal 194 Aufsatz in Zeitschrift 194 Graue Literatur 148 Non-commercial literature 148 Working Paper 134 Arbeitspapier 133 Aufsatz im Buch 45 Book section 45 Hochschulschrift 21 Lehrbuch 19 Textbook 16 Thesis 13 Conference paper 8 Konferenzbeitrag 8 Collection of articles of several authors 3 Einführung 3 Sammelwerk 3 Aufgabensammlung 2 Case study 2 Fallstudie 2 Konferenzschrift 2 Aufsatzsammlung 1 Collection of articles written by one author 1 Conference proceedings 1 Festschrift 1 Forschungsbericht 1 Literaturbericht 1 Rezension 1 Sammlung 1 Software 1 Statistics 1 Statistik 1
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Language
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English 544 German 24 Undetermined 4 Russian 3 Bulgarian 1 Polish 1 Spanish 1
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Author
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Ledoit, Olivier 16 Wolf, Michael 14 Magnus, Jan R. 10 Larek, Emil 8 Dette, Holger 6 Sentana, Enrique 6 Bauwens, Luc 5 Faliva, Mario 5 Gao, Jiti 5 Gillis, Nicolas 5 Hafner, Christian M. 5 Mur, Jésus 5 Zoia, Maria Grazia 5 Asai, Manabu 4 Bodnar, Taras 4 Cho, Jin Seo 4 Glineur, François 4 Haemers, Willem H. 4 Hertog, Dirk den 4 Izmailov, Alexander 4 Kapetanios, George 4 Lan, Hong 4 Lee, Lung-fei 4 Lesage, James P. 4 Linton, Oliver 4 Liu, Shuangzhe 4 McAleer, Michael 4 Meyer-Gohde, Alexander 4 Neudecker, Heinz 4 Pan, Guangming 4 Sievers, Tim 4 Tang, Haihan 4 Turkington, Darrell A. 4 Xu, Jiali 4 Yang, Yanrong 4 Zhen, Jianzhe 4 Abadir, Karim Maher 3 Bai, Jushan 3 Camba-Méndez, Gonzalo 3 Conforti, Michele 3
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Institution
All
Center for Economic Research <Tilburg> 4 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Christian-Albrechts-Universität zu Kiel 1 Conference on Matrices and Graphs: Theory and Economic Applications <1993 - 1995, Brescia> 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, University of Hawaii-Manoa 1 Dr. Rainer Hampp <Firma> 1 European Commission / Joint Research Centre 1 National Bureau of Economic Research 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Springer-Verlag GmbH 1 The Wharton Financial Institutions Center 1 Universitat Pompeu Fabra / Departament d'Economia i Empresa 1 University of Western Australia / Dept. of Economics 1 Walter de Gruyter GmbH & Co. KG 1
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Published in...
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Journal of econometrics 19 Mathematics Preprint Archive 17 CORE discussion papers : DP 10 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 10 European journal of operational research : EJOR 9 Mathematics of operations research 9 Discussion paper / Center for Economic Research, Tilburg University 8 SpringerLink / Bücher 8 Working paper series / University of Zurich, Department of Economics 8 Annals of operations research 7 Dissertation Series CentER 6 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Operations research letters 6 Discussion paper / Tinbergen Institute 5 Economics letters 5 Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler 5 The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association 5 Working paper 5 Computational economics 4 Journal of economic dynamics & control 4 The econometrics journal 4 CEMMAP working papers / Centre for Microdata Methods and Practice 3 Central European journal of operations research 3 Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung 3 Journal of the American Statistical Association : JASA 3 Lecture Notes in Economics and Mathematical Systems 3 Lecture notes in economics and mathematical systems : LNEMS 3 Quantitative finance 3 Serie documentos de trabajo 3 Série des documents de travail / Centre de Recherche en Économie et Statistique 3 University of Zurich, Department of Economics, Working Paper 3 Applied economics letters 2 Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday 2 Beiträge der Hochschule Pforzheim 2 CEMFI working paper 2 CREATES research paper 2 Cambridge working papers in economics 2 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 2 Contributions to Economics 2 Data science and service research discussion paper 2
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Source
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ECONIS (ZBW) 570 RePEc 7 EconStor 1
Showing 1 - 10 of 578
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On the identity of two solution algorithms of the "improved normalized squared differences" matrix adjustment model
Révész, Tamás - In: Central European journal of operations research 33 (2025) 1, pp. 315-332
Persistent link: https://www.econbiz.de/10015195703
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The conditional autoregressive F-riesz model for realized covariance matrices
Opschoor, Anne; Lucas, André; Rossini, Luca - 2025
Persistent link: https://www.econbiz.de/10015271649
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Improving minimum-variance portfolio through shrinkage of large covariance matrices
Shi, Fangquan; Shu, Lianjie; He, Fangyi; Huang, Wenpo - In: Economic modelling 144 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015193796
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Asset allocation with factor-based covariance matrices
Conlon, Thomas; Cotter, John; Kynigakis, Iason - In: European journal of operational research : EJOR 325 (2025) 1, pp. 189-203
Persistent link: https://www.econbiz.de/10015433232
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A tutorial on box-total dual integrality
Lancini, Emiliano; Pisanu, Francesco - 2024
Persistent link: https://www.econbiz.de/10015176926
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Characterizing path-length matrices of unrooted binary trees
Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto - 2024
Persistent link: https://www.econbiz.de/10015137823
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Multidimensional screening after 37 years
Rochet, Jean-Charles - 2024
Persistent link: https://www.econbiz.de/10014577045
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Off-diagonal elements of projection matrices and dimension asymptotics
Anatolyev, Stanislav; Smirnov, Maksim - In: Economics letters 239 (2024), pp. 1-3
Persistent link: https://www.econbiz.de/10015076699
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The spherical parametrisation for correlation matrices and its computational advantages
Lucchetti, Riccardo; Pedini, Luca - In: Computational economics 64 (2024) 2, pp. 1023-1046
Persistent link: https://www.econbiz.de/10015078073
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Multidimensional screening after 37 years
Rochet, Jean-Charles - In: Journal of mathematical economics 113 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015071983
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