How Does Covariance Affect Portfolio Risk and Return?
Understand how covariance is related to the risk and return of a portfolio of stocks, and learn how covariance is used to ...
Cambridge University Press1 天
Large Sample Covariance Matrices and High-Dimensional Data Analysis
Dobriban, Edgar 2015. Efficient computation of limit spectra of sample covariance matrices. Random Matrices: Theory and Applications, Vol. 04, Issue. 04, p. 1550019.
How we discovered that the ocean's surface absorbs much more carbon dioxide than previously ...
The oceans play a pivotal role in drawing down atmospheric carbon dioxide (CO₂) and have so far acted as a brake on the full ...
Simon Fraser University7 年
Parameter Covariance Matrix
where nused is the number of non-missing observations and np is the number of estimable parameters. The standard error reported for the parameters is the sqrt of the ...
Cambridge University Press2 个月
Large Sample Covariance Matrices and High-Dimensional Data Analysis
Robert Stelzer, MathSciNet 'This book deals with the analysis of covariance matrices under two different assumptions: large-sample theory and high-dimensional-data theory. While the former approach is ...
Simon Fraser University7 年
Generalized Estimating Equations
This is the GEE equivalent of the inverse of the Fisher information matrix that is often used in generalized linear models as an estimator of the covariance estimate of the maximum likelihood ...
cidrap.umn2 天
Study finds no adverse brain development in kids exposed to COVID in utero
A study of children exposed to maternal COVID-19 before birth found no adverse neurodevelopmental outcomes by 2 years and a ...
Impressive new tech can automatically map 3D spaces.
We've been writing a lot about Gaussian splatting recently. This high-fidelity alternative to photometry is a relatively new ...