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Unbiased estimation of the OLS covariance matrix when the errors are clustered

• Authors : Boot, Tom; Wansbeek, Thomas; Niccodemi, Gianmaria

Subjects: Clustered errors; Degrees-of-freedom correction; Placebo regression

• Source: Boot , T , Wansbeek , T & Niccodemi , G 2023 , ' Unbiased estimation of the OLS covariance matrix when the errors are clustered ' ,

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Complex Factor Analysis and Extensions

• Authors : Mouri Sardarabadi, A.; van der Veen, A. J.

Subjects: array signal processing; convergence of numerical methods; covariance matrices

• Source: Mouri Sardarabadi , A & van der Veen , A J 2018 , ' Complex Factor Analysis and Extensions ' , IEEE Transactions on Signal Processing , vol. 66 , no. 4 , pp. 954-967 .

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Proper communality estimates minimizing the sum of the smallest eigenvalues for a covariance matrix

• Authors : ten Berge, Jos M.F.; Kiers, Henk A.L.;

• Source: ten Berge , J M F & Kiers , H A L 1988 , Proper communality estimates minimizing the sum of the smallest eigenvalues for a covariance

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The opportunity cost of negative screening in socially responsible investing

• Authors : Trinks, Pieter Jan; Scholtens, Bert

Subjects: controversial investments; market capitalization; responsible investing

• Source: Trinks , P J & Scholtens , B 2017 , ' The opportunity cost of negative screening in socially responsible investing ' , Journal of Business Ethics , vol. 140 , no. 2 , pp. 193-208 .

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Forecast covariances in the linear multiregression dynamic model

• Authors : Queen, Catriona M.; Wright, Ben J.; Albers, Casper J.

Subjects: multivariate time series; dynamic linear model; conditional independence

• Source: Queen , C M , Wright , B J & Albers , C J 2008 , ' Forecast covariances in the linear multiregression dynamic model ' , Journal of Forecasting , vol. 27 , no. 2 , pp. 175-191 .

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Properties of the matrix A-XY

• Authors : Steerneman, Ton; van Perlo -ten Kleij, Frederieke

Subjects: Moore-Penrose inverse; idempotent matrix; projection matrix

• Source: Steerneman , T & van Perlo -ten Kleij , F 2005 , ' Properties of the matrix A-XY ' , Linear Algebra and Its Applications , vol. 410 , pp. 70-86 .

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A Stochastic Model for Cascading Failures in Financial Networks

• Authors : Ramirez, Stefanny; Hoven, Marcelle Van Den; Bauso, Dario

Subjects: Cascading failures; contagion network model; financial networks

• Source: Ramirez , S , Hoven , M V D & Bauso , D 2023 , ' A Stochastic Model for Cascading Failures in Financial Networks ' , IEEE Transactions on Control of Network Systems , vol. 10 , no. 4 , pp. 1950-1961 .

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Euclid: Fast two-point correlation function covariance through linear construction

• Authors : Keihanen, E.; Lindholm, V.; Monaco, P.

Subjects: Cosmology: observations; Large-scale structure of Universe; Methods: data analysis

• Source: Euclid Collaboration , Keihanen , E , Lindholm , V , Monaco , P , Blot , L , Carbone , C , Kiiveri , K , Sánchez , A G , Viitanen , A , Valiviita , J , Amara , A , Auricchio , N , Baldi , M , Bonino

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Euclid:Effects of sample covariance on the number counts of galaxy clusters

• Authors : Valentijn, E. A.

Subjects: galaxies: clusters: general; large-scale structure of Universe; cosmological parameters

• Source: Euclid Collaboration & Valentijn , E A 2021 , ' Euclid : Effects of sample covariance on the number counts of galaxy clusters ' , Astronomy & Astrophysics , vol. 652 ,

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Euclid:Estimation of the impact of correlated readout noise for flux measurements with the euclid NISP instrument

• Authors : Jiménez Muñoz, A.; Macías-Pérez, J.; Secroun, A.

• Source: et al. , Jiménez Muñoz , A , Macías-Pérez , J , Secroun , A , Gillard , W , Kubik , B , Auricchio , N , Balestra , A & Verdoes Kleijn , G A 2021 , ' Euclid : Estimation of the impact of correlated

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