The following pages link to (Q5708419):
Displayed 46 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Extended matrix variate gamma and beta functions (Q391859) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Feedback Nash equilibria for linear quadratic descriptor differential games (Q417805) (← links)
- Stochastically exponential stability and stabilization of uncertain linear hyperbolic PDE systems with Markov jumping parameters (Q445109) (← links)
- Some considerations in relation to the matrix equation \(AXB = C\) (Q464343) (← links)
- Finite time convergent learning law for continuous neural networks (Q470197) (← links)
- On the use of coordinate-free matrix calculus (Q476258) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Weighted semi-trapezoidal approximations of fuzzy numbers (Q533135) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- A prey-predator model with migrations and delays (Q908155) (← links)
- Sensitivity of GLS estimators in random effects models (Q962219) (← links)
- On the concept of matrix derivative (Q990902) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- A generalization of a graph theory Mertens' theorem: Galois covering case (Q1748353) (← links)
- Extended matrix variate hypergeometric functions and matrix variate distributions (Q1751343) (← links)
- The (multi-player) linear quadratic state feedback control problem for index one descriptor systems (Q1933540) (← links)
- Sensitivity analysis of discrete Markov chains via matrix calculus (Q1940324) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Efficient regularized least-squares algorithms for conditional ranking on relational data (Q2251443) (← links)
- Cost-extended control systems on Lie groups (Q2255092) (← links)
- Grassmann algorithms for low rank approximation of matrices with missing values (Q2379362) (← links)
- A new grey prediction model FGM\((1, 1)\) (Q2390170) (← links)
- Geometry-aware principal component analysis for symmetric positive definite matrices (Q2398090) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Sensitivity analysis of periodic matrix population models (Q2442475) (← links)
- Some approximations of the logistic distribution with application to the covariance matrix of logistic regression (Q2446704) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- A result on output feedback linear quadratic control (Q2476232) (← links)
- Multivariate tensor-based morphometry with a right-invariant Riemannian distance on \(\mathrm{GL}^+(n)\) (Q2513408) (← links)
- An iterative method for the design of variable fractional-order FIR differintegrators (Q2517850) (← links)
- ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
- An Exponential Observer for Systems on SE(3) with Implicit Outputs (Q2909719) (← links)
- Typed Linear Algebra for Weigthed (Probabilistic) Automata (Q2914693) (← links)
- Effects of correlated covariates on the asymptotic efficiency of matching and inverse probability weighting estimators for causal inference (Q3462123) (← links)
- Key‐nodes selection problem for minimum cost control of directed networks (Q4563346) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss (Q4606470) (← links)