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This paper considers a quasi-maximum likelihood estimation for a linear panel data model with time and individual …xed e¤ects, where the disturbances have dynamic and spatial correlations which might ...
This paper considers a quasi-maximum likelihood estimation for a linear panel data model with time and individual …xed e¤ects, where the disturbances have dynamic and spatial correlations which might ...
Mean-variance (MV) analysis is often sensitive to model mis-specification or uncertainty, meaning that the MV efficient portfolios constructed with an estimate of the model parameters (i.e., the expec...
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. We consider approximate solutions obtained by solving ...
Separable Dictionary Learning     Separable  Dictionary  Learning       2013/5/2
Many techniques in computer vision, machine learning, and statistics rely on the fact that a signal of interest admits a sparse representation over some dictionary. Dictionaries are either available a...
Consider a nonlinear regression model :yi =g(xi, 兤) +ei, i = 1, ..., n,where thexi are random predictorsxi and兤is the unknown parameter vector ranging in a set set 儲伡Rp. All known results on the consi...
In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subsetof the columns of the input nonnegative da...

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