Results 171 to 180 of about 4,500,411 (350)
Heteroskedasticity-Consistent Estimation of the Variance-Covariance Matrix for the Almost Ideal Demand System [PDF]
In this note I demonstrate the previously overlooked fact that if the AIDS aggregate demand model is constructed as the aggregation of individual consumer demands, then the error structure for any individual equation is necessarily heteroskedastic unless
Melvyn A. Fuss
core
The application of a generative diffusion model, enhanced with a training data augmentation pipeline retaining the manufacturing process context of electrode microstructures, leads to improved fidelity of the through‐plane tortuosity factor in the AI generated samples.
Victor Ramirez‐Camacho +5 more
wiley +1 more source
Improved Speech Spatial Covariance Matrix Estimation for Online Multi-Microphone Speech Enhancement. [PDF]
Kim M, Cheong S, Song H, Shin JW.
europepmc +1 more source
On the estimation of covariance matrices using panel data artificial regressions [PDF]
The use of artificial regressions to compute the variance of the difference of pairs of panel data estimators that cannot be ranked in terms of efficiency is considered.
Patacchini, Eleonora
core
ABSTRACT Cultural capital influences a wide range of social and economic outcomes, yet quantitative measures suitable for policy analysis remain limited. We develop county‐level cultural capital indices for the US based on Bourdieu's framework of objectified, embodied, and institutionalized cultural capital.
Pratyoosh Kashyap +2 more
wiley +1 more source
In this article, an improved real-valued dimension-reduction MUSIC (IRDR-MUSIC) algorithm is proposed for a crossed-dipole array. Initially, conjugate symmetry of the spatial component in the manifold vector is derived such that two real-valued matrices ...
Hao Nan +3 more
doaj +1 more source
A Covariance Matrix Reconstruction Approach for Single Snapshot Direction of Arrival Estimation. [PDF]
Muhammad M +4 more
europepmc +1 more source
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
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties [PDF]
We examine several modified versions of the heteroskedasticity-consistent covariance matrix estimator of Hinkley and White. On the basis of sampling experiments which compare the performance of quasi t statistics, we find that one estimator, based on the
Halbert White, James G. MacKinnon
core
A Regression-Based Interpretation of the Inverse of the Sample Covariance Matrix [PDF]
The usefulness of covariance and correlation matrices is well-known in various academic fields. Matrix inversion, if required in an analytical setting, tends to mask the intuition in interpreting the corresponding empirical or experimental results ...
Clarence C. Y. Kwan
core

