Search Results - subject:"MATRICES"

Basis- and tripartition identification for quadratic programming and lineair complementary problems; From an interior solution to an optimal basis and viceversa

Berkelaar, A.B.; Jansen, B.; Roos, K.; Terlaky, T. - Erasmus University Rotterdam, Econometric Institute - 1996

quadratic programming and linear complementarity problems with sufficient matrices. The presented algorithms are based on the …

Persistent link: https://www.econbiz.de/10008584830

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

de Jong, R.M.; Davidson, J. - Tilburg University, Center for Economic Research - 1996

Conditions are derived for the consistency of kernel estimators of the covariance matrix of a sum of vectors of dependent heterogeneous random variables, which match those of the currently best-known conditions for the central limit theorem, as required for a unified theory of asymptotic...

Persistent link: https://www.econbiz.de/10011092779

Inexact Iterations for the Approximation of Eigenvalues and Eigenvectors

Smit, P. - Tilburg University, School of Economics and Management - 1996

The algorithms of inverse iteration and Rayleigh quotient iteration for approximating an eigenpair of a matrix contain a step in which a matrix-vector equation must be solved.The behaviour of these algorithms is analysed if this equation is solved only approximately with a known tolerance.

Persistent link: https://www.econbiz.de/10011087151

Unfolding a symmetric matrix

Gower, John C.; Greenacre, Michael - Department of Economics and Business, Universitat … - 1996

Graphical displays which show inter--sample distances are important for the interpretation and presentation of multivariate data. Except when the displays are two--dimensional, however, they are often difficult to visualize as a whole. A device, based on multidimensional unfolding, is described...

Persistent link: https://www.econbiz.de/10005572586

A constructive proof of a unimodular transformation theorem for simplices

Yang, Z.F. - Tilburg University, Center for Economic Research - 1995

Persistent link: https://www.econbiz.de/10011090964

Análisis de las producciones secundarias en la economía andaluza

Raa, Thijs Ten; Cantuche, José Manuel Rueda - In: Revista de Estudios Regionales 02 (2005), pp. 43-77

desarrollando con matrices de origen y destino y no con matrices de coeficientes técnicos. Sin embargo, esto no siempre es posible …. Con el objetivo de construir dichas matrices de coeficientes técnicos, este trabajo va a permitir identificar aquellos … matrices. However, some economic issues must be studied through technical coefficients so, the construction of make-use based …

Persistent link: https://www.econbiz.de/10008601952

On a multivariate Markov chain model for credit risk measurement

Siu, Tak-Kuen; Ching, Wai-Ki; Fung, S. Eric; Ng, Michael - In: Quantitative Finance 5 (2005) 6, pp. 543-556

In this paper, we use credibility theory to estimate credit transition matrices in a multivariate Markov chain model …

Persistent link: https://www.econbiz.de/10009208379

Application of the ‘Climafor’ Approach to Estimate Baseline Carbon Emissions of a Forest Conservation Project in the Selva Lacandona, Chiapas, Mexico

Jong, B.; Hellier, A.; Castillo-Santiago, M.; Tipper, R. - In: Mitigation and Adaptation Strategies for Global Change 10 (2005) 2, pp. 265-278

Persistent link: https://www.econbiz.de/10005756123

Correlation Matrices of yields and Total Positivity

Salinelli, Ernesto; Sgarra, Carlo - Dipartimento di Scienze Economiche e Metodi … - 2005

It has been empirically observed that correlation matrices of forward interest rates have the first three eigenvalues … Positive and Oscillatory matrices. In the present paper we investigate how these spectral properties are related with those … characterizing the correlation matrices considered, i.e. the positivity and the monotonicity of their elements. On the basis of these …

Persistent link: https://www.econbiz.de/10005531052

On the asymptotic distribution of residual autocovariances in VARX models with applications

Duchesne, Pierre - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 2, pp. 449-473

Persistent link: https://www.econbiz.de/10005613237