West, 1987, "A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix," Econometrica, Vol. 55, 703-708.Newey, Whitney K., and Kenneth D. West, 1987, A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, ...
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, Vol. 55(3), 703 – 708. 免责声明:文章内容不可视为投资意见。市场有风险,入市需谨慎。 原创不易,请保护版权。如需转载,请联系获得授权,并注明出处,谢谢。已委托“维权骑士”(维权骑士_免费...
While truncated crossing equations have been recently used to obtain some estimates in the five-point case [8], a positive semi-definite formulation would bring us back to the world of rigorous error bars which makes the standard numerical bootstrap so popular.2 Fortunately, the six-point ...
On positive definite solutions of the nonlinear matrix equation X A★XnA=I 热度: Perturbation analysis of the Hermitian positive definite solution of the matrix equation X AX2A = I 热度: A Simple Positive Semi-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf(by ...
A new determinant inequality of positive semidefinite matrices is discovered and proved by us. This new inequality is useful for attacking and solving a variety of optimization problems arising from the design of wireless communication systems.
Newey WK, West KD (1987) A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55(3):703–708 Google Scholar Novy-Marx R (2013) The other side of value: the gross profitability premium. J Financ Econ 108(1):1–28 Google Scholar ...
The Laplacian matrix is a symmetric positive semi-definite matrix with some important properties. Let \(u=(u_1, u_2, ..., u_n)\) be the normalized eigenvectors of matrix L(G) and \((\lambda _1, \lambda _2, \ldots , \lambda _n)\) be the corresponding eigenvalues of these eig...
For Hermitian matrices A and B∈ℂn×n, we say A>B (A≥B) if A−B is a positive definitive (positive semi-definite) matrix. Access through your organization Check access to the full text by signing in through your organization. Access through your organization Section snippets ...
To compute the cost, it is noteworthy that the elements of the decoherence functional form a positive semi-definite matrix with trace one. In VCH, we exploit this property to encode \({\cal{D}}\) in a quantum state σA, whose matrix elements are \(\langle{\boldsymbol{\alpha }}|\sig...
While there exist different strate- gies to assign the energy-momentum pseudo-tensor, the one obtained from the functional variation (with respect to the background metric) of the effective action (A.3) leads to a positive semi-definite energy density both inside and outside the Hubble radius...