Results 21 to 30 of about 621,525 (301)
The estimation of the large and high-dimensional covariance matrix and precision matrix is a fundamental problem in modern multivariate analysis. It has been widely applied in economics, finance, biology, social networks and health sciences. However, the
Xin Yuan +3 more
doaj +1 more source
Variable Selection and Inference for Multi-Period Forecasting Problems [PDF]
This paper conducts a broad-based comparison of iterated and direct multi-step forecasting approaches applied to both univariate and multivariate models.
Pesaran, Mohammad Hashem +2 more
core +2 more sources
Simulated Maximum Likelihood for Double-Bounded Referendum Models
Although joint estimation of referendum-type contingent value (CV) survey responses using maximum-likelihood models is preferred to single-equation estimation, it has been largely disregarded because estimation involves evaluating multivariate normal ...
Mary C. Riddel
doaj +1 more source
MODIFIED METHOD OF CONSTRUCTING A MULTIVARIATE LINEAR REGRESSION GIVEN BY A REDUNDANT DESCRIPTION
A number of scientific works of Prof. O. A. Pavlov and his disciples is devoted to the development of an original method of efficient estimation of coefficients at nonlinear terms of multivariate polynomial regression given by a redundant description ...
Alexander Pavlov, Maxim Holovchenko
doaj +1 more source
Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ROSSI, EDUARDO, Spazzini Filippo
openaire +5 more sources
Inference for High-dimensional Differential Correlation Matrices [PDF]
Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices.
Cai, T. Tony, Zhang, Anru
core +3 more sources
Analysis of methods for multivariable frequency response function estimation in closed loop [PDF]
Estimation methods for the multivariable frequency response function are analyzed, both in open and closed loop. Expressions for the bias and covariance are derived and the usefulness of these expressions is illustrated in simulations of an industrial robot where the different estimators are compared.
Wernholt, Erik, Gunnarsson, Svante
openaire +2 more sources
Some recent developments on functional data analysis* [PDF]
Recent contributions to functional data analysis are presented. Various problems are considered including the definition of the barycenter of multivariate functional data and the adaptive nonparametric estimation in the functional linear model with ...
Cugliari Jairo +3 more
doaj +1 more source
Heavy metal monitoring in food-producing ecosystems can play an important role in human health safety. Since they are able to interfere with plants’ physiochemical characteristics, which influence the optical properties of leaves, they can be ...
Mohsen Mirzaei +4 more
doaj +1 more source
Estimating leaf nitrogen concentration based on the combination with fluorescence spectrum and first-derivative [PDF]
Leaf nitrogen concentration (LNC) is a major indicator in the estimation of the crop growth status which has been diffusely applied in remote sensing. Thus, it is important to accurately obtain LNC by using passive or active technology.
Jian Yang +4 more
doaj +1 more source

