Abstract: In this article, we address the problem of clutter covariance matrix estimation for radar adaptive detection. Traditional estimation methods are usually based on specific models. However, ...
ABSTRACT: This study examines 1495 publicly listed companies over the period 2016-2022 to assess whether higher ESG (environmental, social, and governance) scores are associated with greater cash ...
Abstract: Various data analysis techniques and procedures (correlation heatmap, linear discriminant analysis, quadratic discriminant analysis) rely on the estimation of the covariance matrix or its ...
Let's say I have a GP with n training points. How to compute the nxn covariance matrix on the training data with the posterior GP. def fit_full_model(train_X, train_Y): train_Yvar = ...
Covariance is a statistical measurement that evaluates the relationship between two variables. It indicates whether the two variables tend to increase or decrease simultaneously, or if there’s no ...
See https://analytic-musings.com/2023/12/30/honey-covariance/ for full writeup. I replicate Wolf & Ledoit's - Honey: I Shrunk the Covariance Matrix (2003) paper ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle ...
ABSTRACT: Fund managers usually set aside a certain amount of cash to pay for possible redemptions, and it is believed that this will affect overall fund performance. This paper examines the ...
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