Search Results - subject:"vector spaces" - EconBiz

Dealing with missing information in data envelopment analysis by means of low-rank matrix completion

Wohlgemuth, Murilo; Mussio, Alex Pincelli; Torezzan, … - In: Operations research and systems : XVIII …, (pp. 719-732). 2020

Persistent link: https://www.econbiz.de/10012167943

Shrinkage estimation of large covariance matrices : keep it simple, statistician?

Ledoit, Olivier; Wolf, Michael - 2020 - This version: February 2020

Under rotation-equivariant decision theory, sample covariance matrix eigenvalues can be optimally shrunk by recombining sample eigenvectors with a (potentially nonlinear) function of the unobservable population covariance matrix. The optimal shape of this function reflects the loss/risk that is...

Persistent link: https://www.econbiz.de/10012165715

Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix

Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509995

Zero-diagonality as a linear structure

Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012510901

Estimation of a multiplicative correlation structure in the large dimensional case

Hafner, Christian M.; Linton, Oliver; Tang, Haihan - In: Journal of econometrics 217 (2020) 2, pp. 431-470

Persistent link: https://www.econbiz.de/10012482816

QML estimation with non-summable weight matrices

Olejnik, Jakub; Olejnik, Alicja - In: Journal of geographical systems : geographical … 22 (2020) 4, pp. 469-495

Persistent link: https://www.econbiz.de/10012306590

Sraffa and Leontief revisited : mathematical methods and models of a circular economy

Emmenegger, Jean-François; Chable, Daniel; Nour-Eldin, … - 2020

Persistent link: https://www.econbiz.de/10011981572

Random matrix models for datasets with fixed time horizons

Zitelli, G. L. - In: Quantitative finance 20 (2020) 5, pp. 769-781

Persistent link: https://www.econbiz.de/10012262618

Dynamic principal component CAW models for high-dimensional realized covariance matrices

Gribisch, Bastian; Stollenwerk, Michael - In: Quantitative finance 20 (2020) 5, pp. 799-821

Persistent link: https://www.econbiz.de/10012262622

Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs

Frangioni, Antonio; Gentile, Claudio; Hungerford, James - In: Mathematics of operations research 45 (2020) 1, pp. 15-33

Persistent link: https://www.econbiz.de/10012183017

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