Hi, I have a dataset with 35 banks (N) and 2600 trading days (T) each, and I want to test for cross-sectional dependence (which should be there in theory). However, I get the message: Correlation matrix of residuals is singular. not possible with test, r(131); I already searched ...
Figure 1. The eigenvalue distributions for CSI163 correlation matrix over the whole study period. The yellow bars are distributions of all eigenvalues calculated from the empirical correlation matrix of 163 daily log return time series, and the red curve is the theoretical distribution predicted from...
题目地址:https://leetcode.com/problems/toeplitz-matrix/description/ 题目描述 A matrix is Toeplitz if every diagonal from top-left to bottom-right has the same element. Now given an M x N matrix, return True if and only if the matrix is Toeplitz. Example 1: Input: matrix = [ [1,2,3...
Gene expression is controlled by many simultaneous interactions, frequently measured collectively in biology and medicine by high-throughput technologies. It is a highly challenging task to infer from these data the generating effects and cooperating gen
𝐈 is an intercept matrix which has ones in the diagonal. Ideally, we should be done by the end of this second step because based on the theory we know that 𝐐𝑡 is an estimate of 𝐑𝑡. However, in practice 𝐐𝑡 may deviate slightly from satisfying all the properties of a...
𝑘Jk signifies the Jacobian matrix (partial derivative matrix) of the fitting function 𝑃(𝑥;𝜃)P(x;θ) concerning the parameter 𝜃θ, 𝑟𝑘rk denotes the residual vector, 𝜆𝑘λk is the parameter governing the control of step size, and 𝐼I stands for the identity matrix....