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710,234
Quantitative estimates of the convergence of the empirical covariance matrix in logconcave ensembles
 J. Amer. Math. Soc
"... Let K be an isotropic convex body in Rn. Given ε> 0, how many independent points Xi uniformly distributed on K are needed for the empirical covariance matrix to approximate the identity up to ε with overwhelming probability? Our paper answers this question from [12]. More precisely, let X ∈ Rn b ..."
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Cited by 52 (12 self)
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Let K be an isotropic convex body in Rn. Given ε> 0, how many independent points Xi uniformly distributed on K are needed for the empirical covariance matrix to approximate the identity up to ε with overwhelming probability? Our paper answers this question from [12]. More precisely, let X ∈ Rn
Quantitative estimates of the convergence of the empirical covariance matrix in Logconcave Ensembles
, 903
"... Let K be an isotropic convex body in Rn. Given ε> 0, how many independent points Xi uniformly distributed on K are needed for the empirical covariance matrix to approximate the identity up to ε with overwhelming probability? Our paper answers this question from [12]. More precisely, let X ∈ Rn be ..."
Abstract
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Let K be an isotropic convex body in Rn. Given ε> 0, how many independent points Xi uniformly distributed on K are needed for the empirical covariance matrix to approximate the identity up to ε with overwhelming probability? Our paper answers this question from [12]. More precisely, let X ∈ Rn
A HeteroskedasticityConsistent Covariance Matrix Estimator And A Direct Test For Heteroskedasticity
, 1980
"... This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator ..."
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Cited by 3060 (5 self)
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This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator
Learning the Kernel Matrix with SemiDefinite Programming
, 2002
"... Kernelbased learning algorithms work by embedding the data into a Euclidean space, and then searching for linear relations among the embedded data points. The embedding is performed implicitly, by specifying the inner products between each pair of points in the embedding space. This information ..."
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Cited by 780 (22 self)
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is contained in the socalled kernel matrix, a symmetric and positive definite matrix that encodes the relative positions of all points. Specifying this matrix amounts to specifying the geometry of the embedding space and inducing a notion of similarity in the input spaceclassical model selection
Reopening the Convergence Debate: A new look at crosscountry growth empirics
 JOURNAL OF ECONOMIC GROWTH
, 1996
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Universals in the content and structure of values: theoretical advances and empirical tests in 20 countries
 ADVANCES IN EXPERIMENTAL SOCIAL PSYCHOLOGY
, 1992
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An Empirical Characterization of the Dynamic Effects of changes in Government Spending and Taxes on Output
 QUARTERLY JOURNAL OF ECONOMICS
, 2002
"... This paper characterizes the dynamic effects of shocks in government spending and taxes on U. S. activity in the postwar period. It does so by using a mixed structural VAR/event study approach. Identification is achieved by using institutional information about the tax and transfer systems to identi ..."
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Cited by 650 (11 self)
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This paper characterizes the dynamic effects of shocks in government spending and taxes on U. S. activity in the postwar period. It does so by using a mixed structural VAR/event study approach. Identification is achieved by using institutional information about the tax and transfer systems to identify the automatic response of taxes and spending to activity, and, by implication, to infer fiscal shocks. The results consistently show positive government spending shocks as having a positive effect on output, and positive tax shocks as having a negative effect. One result has a distinctly nonstandard flavor: both increases in taxes and increases in government spending have a strong negative effect on investment spending.
Powerlaw distributions in empirical data
 ISSN 00361445. doi: 10.1137/ 070710111. URL http://dx.doi.org/10.1137/070710111
, 2009
"... Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the t ..."
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Cited by 589 (7 self)
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Powerlaw distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and manmade phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur
Risk, Return and Equilibrium: Empirical Tests
 Journal of Political Economy
, 1973
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
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Cited by 1445 (10 self)
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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
Results 1  10
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