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Year of publication
Subject
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Linear algebra 564 Lineare Algebra 564 Theorie 299 Theory 299 Estimation theory 153 Schätztheorie 153 Correlation 127 Korrelation 127 Mathematical programming 67 Mathematische Optimierung 67 Time series analysis 56 Zeitreihenanalyse 56 Mathematik 53 Portfolio selection 51 Portfolio-Management 51 Mathematics 50 Factor analysis 41 Faktorenanalyse 41 Stochastic process 33 Stochastischer Prozess 33 Analysis of variance 31 Varianzanalyse 31 Statistical distribution 28 Statistische Verteilung 28 Räumliche Interaktion 27 Spatial interaction 27 Ökonometrie 23 Econometrics 22 Estimation 21 Schätzung 21 Input-Output-Analyse 20 Input-output analysis 20 Markov chain 18 Markov-Kette 18 Graphentheorie 17 Regional economics 17 Regionalökonomik 17 Statistical test 17 Statistical theory 17 Statistische Methodenlehre 17
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Online availability
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Free 230 Undetermined 135 CC license 4
Type of publication
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Book / Working Paper 331 Article 247
Type of publication (narrower categories)
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Article in journal 193 Aufsatz in Zeitschrift 193 Graue Literatur 148 Non-commercial literature 148 Arbeitspapier 133 Working Paper 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 Article 1 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 540 German 24 Undetermined 8 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. 9 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 Lee, Lung-fei 4 Lesage, James P. 4 Linton, Oliver 4 Liu, Shuangzhe 4 McAleer, Michael 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 Dai, Runyu 3 Di Summa, Marco 3
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Institution
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Center for Economic Research <Tilburg> 4 Centre for Development Economics, Delhi School of Economics 1 Centro Studi di Economia e Finanza (CSEF) 1 Christian-Albrechts-Universität zu Kiel 1 Conference on Matrices and Graphs: Theory and Economic Applications <1993 - 1995, Brescia> 1 Dr. Rainer Hampp <Firma> 1 European Commission / Joint Research Centre 1 HAL 1 National Bureau of Economic Research 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 eSocialSciences 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 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 European journal of operational research : EJOR 7 Dissertation Series CentER 6 Operations research letters 6 Discussion paper / Tinbergen Institute 5 Economics letters 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 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) 567 RePEc 10 EconStor 1
Showing 111 - 120 of 578
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Financial stability and network complexity : a random matrix approach
Li, Fei; Kang, Hao; Xu, Jingfeng - In: International review of economics & finance : IREF 80 (2022), pp. 177-185
Persistent link: https://www.econbiz.de/10013341802
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Network models to improve robot advisory portfolios
Giudici, Paolo; Polinesi, Gloria; Spelta, Alessandro - In: Risk management decisions and value under uncertainty, (pp. 965-989). 2022
Persistent link: https://www.econbiz.de/10013342079
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Sensitivity-implied tail-correlation matrices
Paulusch, Joachim; Schlütter, Sebastian - In: Journal of banking & finance 134 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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Linear Algebra, Lie Algebra and Their Applications to Versus
Kim, Y.G. - 2018
Let be any -type Lie algebra with ≥ 2 over an algebraically closed field of characteristic 5. Let be an irreducible -module corresponding to some points and let be its corresponding representation. In this paper, in order to prove that the equality about the versus problem out of the 7 Clay...
Persistent link: https://www.econbiz.de/10012919369
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Linear Algebra of Reduced Units and Discussion of Temperature Parameter
Jesudason, Christopher - 2018
A formal linear vector field representation for scientific equations is developed to rationalize the intuitive methods that are constantly employed. It is shown that unlike mechanical units that appear in the basis of the space, the reduced temperature and Boltzmann parameter cannot be described...
Persistent link: https://www.econbiz.de/10012919418
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3-Dimensions Multidiagonal Hausdorff Matrices
Kęska, Sergiusz - 2018
An enlargement of the domain of multiindex regular Hausdorff matrices is constructed. Its elements can be viewed as multiindex and multidiagonal regular Hausdorff-like matrices. The above matrices are subordinated to sequences of finite variation functions on [0,1] satisfying a boundary...
Persistent link: https://www.econbiz.de/10012919439
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On of the Spectra of Nonsymmetric Laplacian Matrices
Agaev, Rafig - 2018
A Laplacian matrix, , has nonpositive off-diagonal entries and zero row sums. As a matrix associated with a weighted directed graph, it generalizes the Laplacian matrix of an ordinary graph. A standardized Laplacian matrix is a Laplacian matrix with at . We study the spectra of Laplacian...
Persistent link: https://www.econbiz.de/10012919462
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Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices
Bera, Anil K. - 2018
In this study, we propose simple test statistics for identifying the source of spatial dependence in spatial autoregressive models with endogenous weights matrices. Elements of the weights matrices are modelled in such a way that endogenity arises when the unobserved factors that affect elements...
Persistent link: https://www.econbiz.de/10012920801
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Banded Matrices and Difference Equations
Kratz, Werner - 2018
In this paper we consider Sturm-Liouville eigenvalue problems of the formfor 0 ≤ ≤ − with = ⋯ = = = ⋯ = = 0, where and are integers with 1 ≤ ≤ and under the assumption that () ≠ 0 for all . These problems correspond to eigenvalue problems for symmetric, banded matrices with...
Persistent link: https://www.econbiz.de/10012920873
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Using Cross-Product Matrices to Compute the Svd
Jia, Zhongxiao - 2018
This paper concerns accurate computation of the singular value decomposition (SVD) of an × matrix . As is well known, cross-product matrix based SVD algorithms compute large singular values accurately but generally deliver poor small singular values. A new novel cross-product matrix based SVD...
Persistent link: https://www.econbiz.de/10012921623
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