Search Results - subject:"vector spaces"

Exact matrix factorization updates for nonlinear programming

Escobedo, Adolfo R. - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 1, pp. 245-265

Persistent link: https://www.econbiz.de/10014474919

Bertsimas, Dimitris; Koukouvinos, Thodoris - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1174-1184

Persistent link: https://www.econbiz.de/10014456944

Estimation of large covariance matrices with mixed factor structures

Dai, Runyu; Uematsu, Yoshimasa; Matsuda, Yasumasa - In: The econometrics journal 27 (2024) 1, pp. 62-83

Persistent link: https://www.econbiz.de/10014528099

Test set sizing via Random Matrix Theory

Dubbs, Alexander - In: Operations research forum 5 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014517592

A new SMAA-based methodology for incomplete pairwise comparison matrices : evaluating production errors in the automotive sector

Cavallo, Bice; Fattoruso, Gerarda; Ishizaka, Alessio - In: Journal of the Operational Research Society 75 (2024) 8, pp. 1535-1568

Persistent link: https://www.econbiz.de/10015052580

Binary matrix factorization and completion via integer programming

Günlük, Oktay; Hauser, Raphael Andreas; Kovács, … - In: Mathematics of operations research 49 (2024) 2, pp. 1278-1302

Persistent link: https://www.econbiz.de/10014564978

A new method for generating random correlation matrices

Archakov, Ilya; Hansen, Peter Reinhard; Luo, Yiyao - In: The econometrics journal 27 (2024) 2, pp. 188-212

Persistent link: https://www.econbiz.de/10015046370

A canonical representation of block matrices with applications to covariance and correlation matrices

Archakov, Ilya; Hansen, Peter Reinhard - In: The review of economics and statistics 106 (2024) 4, pp. 1099-1113

Persistent link: https://www.econbiz.de/10015046494

Matrix factor analysis : from least squares to iterative projection

He, Yong; Kong, Xinbing; Yu, Long; Zhang, Xinsheng; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 322-334

Persistent link: https://www.econbiz.de/10014449934

Cointegration, root functions and minimal bases

Franchi, Massimo; Paruolo, Paolo - In: Econometrics 9 (2021) 3, pp. 1-27

This paper discusses the notion of cointegrating space for linear processes integrated of any order. It first shows that the notions of (polynomial) cointegrating vectors and of root functions coincide. Second, it discusses how the cointegrating space can be defined (i) as a vector space of...

Persistent link: https://www.econbiz.de/10012696336

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