Search Results - subject:"vector spaces"

Testing the equality of two positive-definite matrices with application to information matrix testing

Cho, Jin Seo; White, Halbert - In: Essays in honor of Peter C. B. Phillips, (pp. 491-556). 2014

Persistent link: https://www.econbiz.de/10010442843

Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes

Kelejian, Harry H.; Piras, Gianfranco - In: Regional science & urban economics 46 (2014), pp. 140-149

Persistent link: https://www.econbiz.de/10010475661

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

Cho, Jin Seo; White, Halbert - 2014

We provide a new characterization of the equality of two positive-definite matrices A and B , and we use this to propose several new computationally convenient statistical tests for the equality of two unknown positive-definite matrices. Our primary focus is on testing the information matrix...

Persistent link: https://www.econbiz.de/10015369566

Tyler's M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance

Frahm, Gabriel (contributor); Jaekel, Uwe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003449387

Cephoids : duality and reference vectors

Pallaschke, Diethard (contributor); … - 2007

A cephoid is a Minkowski sum of finitely many prisms in R^n. We discuss the concept of duality for cephoids. Also, we show that the reference number uniquely defines a face. Based on these results, we exhibit two graphs on the outer surface of a cephoid. The first one corresponds to a maximal...

Persistent link: https://www.econbiz.de/10003730907

Bayesian model averaging for spatial econometric models

Lesage, James P. (contributor); Parent, Olivier (contributor) - 2007

Persistent link: https://www.econbiz.de/10003732585

Minimization of Boolean expressions using matrix algebra

Schwender, Holger (contributor) - 2007

The more variables a logic expression contain, the more complicated is the interpretation of this expression. Since in a statistical sense prime implicants can be interpreted as interactions of binary variables, it is thus advantageous to convert such a logic expression into a disjunctive normal...

Persistent link: https://www.econbiz.de/10003483004

Network Formulations of Mixed-Integer Programs

Conforti, Michele - 2007

We consider mixed-integer sets of the type MIX TU = {x : Ax amp;#8805; b; xi integer, i amp;#8712; I}, where A is a totally unimodular matrix, b is an arbitrary vector and I is a nonempty subset of the column indices of A. We show that the problem of checking nonemptiness of a set MIX TU is NP-complete...

Persistent link: https://www.econbiz.de/10012730479

Comparative risk aversion when the outcomes are vectors

Shah, Sudhir A. - Centre for Development Economics, Delhi School of Economics - 2006

outcomes in ordered topological vector spaces when differentiability is not required, and in the setting with out-comes in … ordered top ological vector spaces when differen tiabilit y is not required, and in the setting with out- comes in ordered … integral, ordered top ological vector spaces, ordered Hilb ert spaces ⁄ I am grateful to the Cen tre for Dev elopmen t …

Persistent link: https://www.econbiz.de/10005190326

Bayesian Model Averaging for Spatial Econometric Models

Lesage, James P.; Parent, Olivier - 2006

We extend the literature on Bayesian model comparison for ordinary least-squares regression models to include spatial autoregressive and spatial error models. Our focus is on comparing models that consist of different matrices of explanatory variables. A Markov Chain Monte Carlo model...

Persistent link: https://www.econbiz.de/10014026858