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  • 1-10 of  145 نتائج ل ""Covariance matrix""

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Random Matrix Approach to Correlation Matrix of Financial Data (Mexican Stock Market Case)

Subjects: Finance; Cross-correlation; Series (mathematics)

  • Source: Modern Economy. :1033-1042

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Latent Factors in Equity Returns: How Many Are There and What Are They?

Subjects: Economics and Econometrics; Ex-ante; Covariance matrix

  • Source: The Journal of Portfolio Management. 48:226-263

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An Improved Method for Parametric Spatial Spectrum Estimation in Internet of Things

Subjects: Technology; Signal processing; Article Subject

  • Source: Wireless Communications and Mobile Computing, Vol 2021 (2021)

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Optimal Sparsity Testing in Linear regression Model

Subjects: Statistics and Probability; Covariance matrix; Alternative hypothesis

  • Source: BernoulliBernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2021, 27 (2), pp.727-750. ⟨10.3150/20-BEJ1224⟩

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Time-uniform, nonparametric, nonasymptotic confidence sequences

Subjects: FOS: Computer and information sciences; Statistics and Probability; Statistics::Theory

  • Source: The Annals of Statistics. 49

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Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices

Subjects: Statistics and Probability; education.field_of_study; generalized four moment theorem

  • Source: Bernoulli 27, no. 1 (2021), 274-294

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Mixing convex-optimization bounds for maximum-entropy sampling

Subjects: 90C27; General Mathematics; 0211 other engineering and technologies

  • Source: Mathematical ProgrammingMathematical Programming, Springer Verlag, 2021, 188, pp.539-568. ⟨10.1007/s10107-020-01588-w⟩

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A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models

Subjects: Statistics and Probability; FOS: Computer and information sciences; model selection

  • Source: Electronic Journal of StatisticsElectronic Journal of Statistics, 2022, 16 (2), pp.4742-4822. ⟨10.1214/22-EJS2057⟩

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Estimating high-dimensional covariance and precision matrices under general missing dependence

Subjects: FOS: Computer and information sciences; Statistics and Probability; Covariance matrix

  • Source: Electronic Journal of Statistics. 15

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Projecting Financial Technical Indicators Into Networks as a Tool to Build a Portfolio

Subjects: Measure (data warehouse); 050208 finance; Financial network

  • Source: IEEE Access, Vol 9, Pp 39973-39984 (2021)

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  • 1-10 of  145 نتائج ل ""Covariance matrix""