Results 111 to 120 of about 25,719 (290)
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
Fractal Function Estimation via Wavelet Shrinkage
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1997 Summary In scientific studies objects are often very rough. Mathematically these rough objects are modelled by fractal functions, and the fractal dimension is usually used to measure their roughness. This paper investigates fractal function estimation by wavelet shrinkage. It is shown that wavelet shrinkage can estimate fractal functions
openaire +2 more sources
Advanced Functional Materials, EarlyView.A pore tuning strategy to amplify the multi‐site MOF‐SO2 interactions is proposed to achieve an enhanced trace SO2 capture and chemiresistive sensing in highly stable isostructural DMOFs by annelating benzene rings. This work provides a facile strategy to achieve tailor‐made stable MOF materials for specific multifunctional applications.
Shanghua Xing +9 more
wiley +1 more source
A Bayesian Shrinkage Approach in Weibull Type -II Censored Data Using Prior Point Information
Revstat Statistical Journal, 2009 In the present paper we study the performance of the Bayes Shrinkage estimators for the scale parameter of the Weibull distribution under the squared error loss and the LINEX loss functions in the presence of a prior point information of the scale ...
Gyan Prakash , D.C. Singh
doaj +1 more source
"Simultaneous estimation of normal precision matrices" [PDF]
This paper treats the problem of simultaneously estimating the precision matrices in multivariate normal distributions. A condition for improvement on the unbiased estimators of the precision matrices is derived under a quadratic loss function.
Hisayuki Tsukuma, Tatsuya Kubokawa
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Biomimetic Iridescent Skin: Robust Prototissues Spontaneously Assembled from Photonic Protocells
Advanced Functional Materials, EarlyView.Uniform nanoparticles are induced to form arrays (photonic crystals) in the cores of biopolymer capsules, endowing these ‘protocells’ with structural color. These protocells are then assembled into large self‐standing objects, i.e., prototissues, with robust mechanical properties as well as iridescent optical properties.
Medha Rath +6 more
wiley +1 more source
Cogent Economics & FinanceWe investigate portfolio selection performance as in Markowitz by evaluating variance matrix estimation criteria in the currency market. This study challenges theoretically rigorous shrinkage covariance estimators using multiple evaluation metrics ...
Muhammad Husnain +3 more
doaj +1 more source
Advanced Functional Materials, EarlyView.This study examines how pore shape and manufacturing‐induced deviations affect the mechanical properties of 3D‐printed lattice materials with constant porosity. Combining µ‐CT analysis, FEM, and compression testing, the authors show that structural imperfections reduce stiffness and strength, while bulk material inhomogeneities probably enhance ...
Oliver Walker +5 more
wiley +1 more source
Hierarchical shrinkage priors for dynamic regressions with many predictors [PDF]
This paper builds on a simple unified representation of shrinkage Bayes estimators based on hierarchical Normal-Gamma priors. Various popular penalized least squares estimators for shrinkage and selection in regression models can be recovered using this ...
Korobilis, Dimitris
core +1 more source
Preliminary test and Stein-type shrinkage LASSO-based estimators [PDF]
, 2018 Peer ...
Arashi, Mohammad, Norouzirad, Mina
core