Results 261 to 270 of about 453,320 (299)

Factorization of the residual operator and canonical decomposition of nonorthogonal factors in the analysis of variance

Biometrika, 1971
SUMMARY A factorization is given of the residual operator for nonorthogonal analysis of variance. It is interpreted geometrically in terms of the critical angles between the subspaces determined by the factors. The factorization determines a recursive procedure for analysis as described by Wilkinson (1970). Canonical components are defined and a method
James, A. T., Wilkinson, G. N.
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Analysis of the Stochasticity of Mortality Using Variance Decomposition

2014
We analyse the stochasticity in mortality data from the USA, the UK and Sweden, and in particular to which extent mortality rates are explained by systematic variation, due to various risk factors, and random noise. We formalise this in terms of a mixed regression model with a logistic link function, and decompose the variance of the observations into ...
Erland Ekheden, Ola Hössjer
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Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions

International Review of Economics and Finance, 2021
We propose multilayer information spillover networks, including return spillover layer, volatility spillover layer, and extreme risk spillover layer in the variance decomposition framework for comprehensively investigating the information spillovers and ...
Gangjin Wang, Yang-Yang Chen, Hui-Bin Si, Chi Xie, Julien Chevallier   +4 more
semanticscholar   +1 more source

Effects of crude oil shocks on the PPI system based on variance decomposition network analysis

Energy, 2019
Abstract Previous studies have focused mainly on the price transmission from crude oil to producer price index (PPI). However, the PPI is an aggregate price index and consists of some producer price indices in different industrial sectors (sub-PPIs). Besides, there also exist transmissions relationships among sub-PPIs.
Qingru Sun, Haizhong An, Xiangyun Gao, Sui Guo, Ze Wang, Siyao Liu, Shaobo Wen   +6 more
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The october 1979 federal reserve policy shift: An analysis using variance decomposition

Atlantic Economic Journal, 1986
Subsequent to the announced October 1979 policy shift, many economists voiced doubt about whether the Federal Reserve was sincerely committed to the execution of an NBR's targeting strategy. However, the charge that the central bank continued to accommodate as vigorously after the announced policy shift as before is not borne out by these results. Pre-
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Auditor quality effects on the relationship between accruals, cash flows and equity returns: a variance decomposition analysis

Accounting and Business Research, 2012
In this paper, we examine the relative importance of the cash flow and accruals components of earnings in explaining the variation in UK company equity returns, together with the extent to which these relationships vary by auditor quality. We use a multivariate time-series approach that can be reconciled to a log-linear theoretical valuation model and,
Clatworthy, Mark A, Pong, Christopher, Wong, Woon   +2 more
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A Physical-Constrained Decomposition Method of Infrared Thermography: Pseudo Restored Heat Flux Approach Based on Ensemble Bayesian Variance Tensor Fraction

IEEE Transactions on Industrial Informatics
In this study, we propose a new post processing algorithm, using a stable low-rank decomposed pseudo restored heat flux based on the ensemble variational Bayes tensor factorization (EVBTF-RPHF) algorithm for performing periodic square wave thermographic ...
Hongjin Wang, Yuejun Hou, Yunze He, Can Wen, Benjamin Giron-Palomares, Yuxia Duan, Bin Gao, V. Vavilov, Yaonan Wang   +8 more
semanticscholar   +1 more source

The Use of Singular Value Variance-Decomposition Proportions in FT-IR Analysis of Gases and Vapors

Applied Spectroscopy, 1992
Issues in the application of spectral least-squares methods to Fourier transform infrared spectrophotometry are discussed with emphasis on collinearity problems in vapor and gas reference spectra. Excessive collinearity may degrade the accuracy and reliability of prediction.
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ANALYSIS OF EXCHANGE RATE DECOMPOSITION IN INDONESIA: A VECM APPROACH

The International Conference on Sustainable Economics Management and Accounting Proceeding
Increased economic openness has brought significant changes to the dynamics of global trade. This study uses the Vector Error Correction Model (VECM) method to analyse the exchange rate relationship with GDP, remittances, investment, and inflation in ...
Nadzwa Amalia Lutvi, Dwi Apriliana, Rifki Khoirudin, Agus Salim, Uswatun Khasanah   +4 more
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Analysis of Variance of Tensor Product Reproducing Kernel Hilbert Spaces on Metric Spaces

Journal of the American Statistical Association
Many methods have been developed to analyze complex data, such as non-Euclidean shape, network, and manifold data. However, there is a lack of methods for studying interactions among complex data. In this article, we first propose a novel kernel function
Zhanfeng Wang, Rui Pan, Xueqin Wang, Yuedong Wang   +3 more
semanticscholar   +1 more source