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A numerical approach to the approximate and the exact minimum rank of a covariance matrix

Berge, Jos; Kiers, Henk - In: Psychometrika 56 (1991) 2, pp. 309-315

Persistent link: https://www.econbiz.de/10005184143

An enhanced factor model for portfolio selection in high dimensions

Shi, Fangquan; Shu, Lianjie; Gu, Xinhua - In: Journal of financial econometrics 22 (2024) 1, pp. 94-118

Persistent link: https://www.econbiz.de/10014526307

Advances in estimating covariance matrices

Menchero, Jose; Ji, Lei - In: Journal of investment management : JOIM 19 (2021) 3, pp. 60-80

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Forecasting Australian fertility by age, region, and birthplace

Yang, Yang; Shang, Han Lin; Raymer, James - In: International journal of forecasting 40 (2024) 2, pp. 532-548

Persistent link: https://www.econbiz.de/10014547181

Computational and theoretical challenges for computing the minimum rank of a graph

Hicks, Illya V.; Brimkov, Boris; Deaett, Louis; Haas, Ruth - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 2868-2872

Persistent link: https://www.econbiz.de/10014326303

The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels

Nel, D.G.; Pienaar, I. - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 241-252

Persistent link: https://www.econbiz.de/10005616237

An alternative REML estimation of covariance matrices in linear mixed models

Li, Erning; Pourahmadi, Mohsen - In: Statistics & Probability Letters 83 (2013) 4, pp. 1071-1077

We propose a data-driven procedure for modeling covariance matrices in linear mixed-effects models with minimal distributional assumption on the random effects. It is based on elimination of the random effects using a transformation of the response variable. The approach makes it possible for...

Persistent link: https://www.econbiz.de/10010662331

Quantitative evaluation of dual operational-environmental port performance in the Pearl River Delta

Zhao, YiFei; Zhu, Qinghua; Kou, Ying; Lun, Y. H. Venus - In: International journal of shipping and transport … 12 (2020) 3, pp. 212-229

Persistent link: https://www.econbiz.de/10012256827

Condition 9 and 10 tests of model confirmation : a review of James, Mulaik, and Brett (1982) and contemporary alternatives

Williams, Larry J.; O'Boyle, Ernest H.; Yu, Jia - In: Organizational research methods : ORM 23 (2020) 1, pp. 6-29

Persistent link: https://www.econbiz.de/10012181144

Identification of the linear factor model

Williams, Benjamin D. - In: Econometric reviews 39 (2020) 1, pp. 92-109

Persistent link: https://www.econbiz.de/10012181544