Variance-Covariance
Sampling the Variance-Covariance Matrix in the Bayesian Multivariate Probit Model
... This paper is concerned with the Bayesian estimation of a Multivariate Probit model. In particular, this paper provides a method to sample the restricted variance- covariance matrix directly from its ...
13
The Application of Regional Combined Feature Variance Covariance Matrix in Point Cloud Similarity Measure
... feature variance-covariance matrix based on region segmentation coupled with matrix similarity ...feature variance-covariance matrix of each segment point cloud was calculated and then the ...
10
A method to evaluate composite performance indices based on variance covariance matrix
... The principal components regression and an algorithm analogous to the k − means algo- rithm were used in (Ciuiu, 2007) to classify some banks. When we change the canonical basis of R p with the eigenvectors of the ...
16
Discriminant Analysis for the Eigenvalues of Variance Covariance Matrix of FFT Scaling of DNA Sequences: An Empirical Study of Some Organisms
... Abstract: Many studies discussed different numerical representations of DNA sequences. One naive approach for exploring the nature of a DNA sequence is to assign numerical values (or scales) to the nucleotides and then ...
17
Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures
... In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the ...
7
Determining the Effective Dimensionality of the Genetic Variance–Covariance Matrix
... genetic variance in male sexually selected display traits of ...genetic variance in these male traits was found to be orientated in such a way that it was almost orthogonal to the direction of sexual ...
10
Variance – Covariance Risk Value Model for Currency Market
... The problem may arise because of huge amount of information. For instance, making an assumption that currency rates change according normal distribution function, calculating distribution of values for 6 currencies ...
10
COMPARATIVE STUDY OF PARAMETRIC AND NON-PERAMETRIC VALUE AT RISK (VaR) METHODS
... Investment nowadays is become a very hectic task. Most of the time people think about how much they can lose on their investment. Value at Risk is a way to give answer of these questions, at least within a reasonable ...
15
Estimation of Covariances on Prompt Fission Neutron Spectra and Impact of the PFNS Model on the Vessel Fluence
... of covariance matrices related to PFNS, in the frame of some commonly used models for the evaluated files, such as the Maxwellian spectrum, the Watt spectrum, or the Madland-Nix ...spectrum ...
8
PARAMETER ESTIMATION OF THE HYBRID CENSORED LOMAX DISTRIBUTION
... Epstein (1954) first introduced the hybrid censoring scheme and analyzed the data under the assumption of exponential lifetime distribution of the experimental units. He also proposed a two sided confidence interval of ...
19
When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
... the variance and correlation of the in- vestment demands of FIs rebalancing their portfolios; (ii) the feedback between investment prices and bank asset induced by the multi-round portafoglio rebalances of VaR ...
42
The failure of corporate failure models to classify and predict : aspects and refinements
... It suggests that more critical than the failure to meet the conditions of multivariate normality, the equality of the variance-covariance matrices, and the use of a priori probabilities [r] ...
215
On Maximum Likelihood Estimation for Left Censored Burr Type III Distribution
... the variance covariance matrix obtained by inverting the fisher information matrix given in ...information/variance covariance matrix by taking n = 5000 (extremely ...The covariance ...
16
Genetic correlations and maternal effect coefficients obtained from offspring-parent regression.
... A dynamic model of maternal effects demonstrates that, in addition to the phenotypic variance- covariance matrix of the characters, sufficient parameters for predicting[r] ...
8
Unraveling Additive from Nonadditive Effects Using Genomic Relationship Matrices
... genetic variance better (Table ...of variance explained by high order eigenvalues of the sampling variance–covariance matrix of estimates derived from models including additive-plus- ...
15
Exploration of the Foreign Exchange Forward Premiums and the Spot Exchange Return: A Multivariate Approach
... In this paper, we aimed to analyze the forward exchange premium anomaly given its remarkable persistence among the puzzles which characterized the foreign exchange markets. We adopt a multivariate approach, which made ...
9
An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M GARCH t DCC and MODWT Wavelet approaches
... of variance, covariance and correlations into different time scales, it is observed that much of that volatility lies in the short term up until approximately 2 months, while the MODWT correlations provide ...
33
Petrol and Crude Oil Prices: Asymmetric Price Transmission
... Inefficiency of estimation caused by the autocorrelation present was overcome by the Wald tests based on the Newey-West adjusted variance-covariance matrix with different weights. Using the version with ...
32
Trading strategies in the Italian interbank market
... the variance-covariance matrix that we analyzed, since it is the most suitable to the unevenly structure of the ...the variance-covariance matrix using standard PCA and tools borrowed from the ...
20
Labour mobility and labour market adjustment in the EU
... Since the variance-covariance matrix of the estimated errors ε t is unlikely to be diagonal (i.e. errors in the equation are likely to be correlated), the residuals of the equations have[r] ...
21