Results 151 to 160 of about 2,877,467 (378)
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
, 2020 Emmanuelle Jay +6 more
openalex +2 more sources
Towards Covariant Matrix Theory
, 2000 We review an approach towards a covariant formulation of Matrix theory based on a discretization of the 11d membrane. Higher dimensional algebraic structures, such as the quantum triple Nambu bracket, naturally appear in this approach. We also discuss a novel geometric understanding of the space-time uncertainty relation which points towards a more ...
openaire +2 more sources
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun +3 more
wiley +1 more source
A New Statistical Method for Determining the Clutter Covariance Matrix in Spatial-Temporal Adaptive Processing of a Radar Signal. [PDF]
Sensors (Basel), 2023 Kawalec A, Ślesicka A, Ślesicki B.
europepmc +1 more source
Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions. [PDF]
J Comput Graph Stat, 2023 Boileau P +3 more
europepmc +1 more source
"Selection of Variables in Multivariate Regression Models for Large Dimensions" [PDF]
The Akaike information criterion, AIC, and Mallows' Cp statistic have been proposed for selecting a smaller number of regressor variables in the multivariate regression models with fully unknown covariance matrix.
Muni S. Srivastava, Tatsuya Kubokawa
core
Agribusiness, EarlyView.ABSTRACT Africa's cultural and colonial heritage has profoundly segmented rice markets. Whereas in ancient centers of rice domestication, consumers maintained preferences for local rice consistent with their cultural heritage, preferences have shifted toward imported Asian rice in coastal areas around seaports, due to prior exposure to colonial import ...
Kofi Britwum, Matty Demont
wiley +1 more source
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis. [PDF]
J Bus Econ Stat, 2023 Li D, Srinivasan A, Chen Q, Xue L.
europepmc +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source