JSTOR Daily

Automatic Positive Semidefinite HAC Covariance Matrix and GMM Estimation

Vol. 21, No. 1, ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics (Feb., 2005), pp. 158-170 (13 pages) This paper proposes a new class of heteroskedastic and ...
JSTOR Daily

Pure States, Positive Matrix Polynomials and Sums of Hermitian Squares

Let M be an archimedean quadratic module of real t×t matrix polynomials in n variables, and let S ⊆ ℝn be the set of all points where each element of M is positive semidefinite. Our key finding is a ...
Risk

Correlation stress testing for value-at-risk

The correlation matrix is of vital importance for value-at-risk (VAR) models in the financial industry. Risk managers are often interested in stressing a subset of market factors within large-scale ...
IEEE

Jingwei Zhang

Authentication System,Background Noise,Cluster Centers,Degrees Of Freedom,Denial Of Service,Diagonal Matrix,False Acceptance Rate,High Success Rate,Interference Signal,Jamming Signal,Mobile ...