Results 91 to 100 of about 179,952 (279)
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
Journal of Forecasting, EarlyView.ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley +1 more source
ALLMAT - A TSS/360 FORTRAN 4 subroutine for eigenvalues and eigenvectors of a general complex matrix [PDF]
Subroutine ALLMAT for eigenvalues and eigenvectors of general complex ...
Fair, G.
core +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Sensitivity Analysis of Eigenvalues for PDNT Toeplitz Matrices
AxiomsThis study focuses on a class of perturbed Dirichlet–Neumann tridiagonal (PDNT) Toeplitz matrices, mainly exploring their eigenvalue sensitivity and inverse problems. By the explicit expressions for eigenvalues and eigenvectors of PDNT Toeplitz matrices,
Zhaolin Jiang +3 more
doaj +1 more source
The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies. [PDF]
We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Statist. Plann. Inference 91 (2000) 557). The population SCM is shown to be proportional to the inverse of the regular covariance matrix. The eigenvectors and
Croux, Christophe, Oja, H, Ollila, E
core
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Eigenvalues and eigenvectors of symmetric matrices, case 320 [PDF]
Eigenvalues and eigenvectors of symmetric matrices using FORTRAN 4 ...
Vandergraft, J. S.
core +1 more source
Hitting Times in the Binomial Random Graph
Journal of Graph Theory, EarlyView.ABSTRACT Fix k ≥ 2 $k\ge 2$, choose log n n ( k − 1 ) ∕ k ≤ p ≤ 1 − Ω ( log 4 n n ) $\frac{\mathrm{log}n}{{n}^{(k-1)\unicode{x02215}k}}\le p\le 1-{\rm{\Omega }}(\frac{{\mathrm{log}}^{4}n}{n})$, and consider G ~ G ( n , p ) $G\unicode{x0007E}G(n,p)$. For any pair of vertices v , w ∈ V ( G ) $v,w\in V(G)$, we give a simple and precise formula for the ...
Bertille Granet +2 more
wiley +1 more source
Genetics Selection Evolution, 2019 Background The dimensionality of genomic information is limited by the number of independent chromosome segments (M e ), which is a function of the effective population size.
Ivan Pocrnic +3 more
doaj +1 more source
Journal of Magnetic Resonance Imaging, EarlyView.ABSTRACT Background The diffusion tensor image analysis along the perivascular space (DTI‐ALPS) index is an established term, and ongoing research aims to explore underlying mechanisms. Hypothesis DTI‐ALPS measures are influenced by subject‐specific orientational differences of the projection and association fibers. Study Type Prospective.
Dávid Bognár +9 more
wiley +1 more source