Estimation of the Covariance Matrix in Hierarchical Bayesian Spatio-Temporal Modeling via Dimension Expansion. [PDF]
Sun B, Wu Y.
europepmc +1 more source
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection [PDF]
This paper proposes to estimate the covariance matrix of stock returns by an optimally weighted average of two existing estimators: the sample covariance matrix and single-index covariance matrix.
Michael Wolf, Olivier Ledoit
core
Expressions for the covariance matrix of covariance data
In several estimation methods used in system identification, a first step is to estimate the covariance functions of the measured inputs and outputs for a small set of lags. These covariance elements can be set up as a vector. The report treats the problem of deriving and computing the asymptotic covariance matrix of this vector, when the number of ...
openaire +1 more source
Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
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
Enhancing Graph Routing Algorithm of Industrial Wireless Sensor Networks Using the Covariance-Matrix Adaptation Evolution Strategy. [PDF]
Alharbi N, Mackenzie L, Pezaros D.
europepmc +1 more source
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 Beamforming Based on Covariance Matrix Reconstruction in FDA-MIMO Radar to Suppress Deceptive Jamming. [PDF]
Wan F, Xu J, Zhang Z.
europepmc +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
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
Determinant of Covariance Matrix Model Coupled with AdaBoost Classification Algorithm for EEG Seizure Detection. [PDF]
Al-Hadeethi H +3 more
europepmc +1 more source
Price Transmission During Promotions: A Case Study of Spanish Milk Brands
ABSTRACT Price promotion is the marketing tool typically used by retail brands to boost sales and gain market share. In this paper, we intend to investigate the price transmission mechanism among competitive brands in Spain when price reductions that are associated with price promotions take place.
Yasmine Bedoui +2 more
wiley +1 more source

