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Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
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Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Distributed Kalman Filters With State Equality Constraints: Time-Based and Event-Triggered Communications 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 1, 页码: 28-43
Authors:  He, Xingkang;  Hu, Chen;  Hong, Yiguang;  Shi, Ling;  Fang, Hai-Tao
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Kalman filters  Observability  Covariance matrices  STEM  Protocols  State estimation  Collective observability  communication rate  consistency  distributed kalman filter  event-triggered  multiagent systems  state equality constraint (SEC)  
Geometric Distance Between Positive Definite Matrices of Different Dimensions 期刊论文
IEEE TRANSACTIONS ON INFORMATION THEORY, 2019, 卷号: 65, 期号: 9, 页码: 5401-5405
Authors:  Lim, Lek-Heng;  Sepulchre, Rodolphe;  Ye, Ke
Favorite  |  View/Download:8/0  |  Submit date:2020/01/10
Riemannian manifold  geodesic distance  positive definite matrices  covariance matrices  ellipsoids  
A New Algorithm for Optimizing TV-Based PolSAR Despeckling Model 期刊论文
IEEE SIGNAL PROCESSING LETTERS, 2016, 卷号: 23, 期号: 10, 页码: 1409-1413
Authors:  Nie, Xiangli;  Zhang, Bo;  Chen, Yunjin;  Qiao, Hong
Favorite  |  View/Download:4/0  |  Submit date:2018/07/30
Nonconvex optimization  polarimetric synthetic aperture radar (PolSAR)  variational method  
The focused information criterion for varying-coefficient partially linear measurement error models 期刊论文
STATISTICAL PAPERS, 2016, 卷号: 57, 期号: 1, 页码: 99-113
Authors:  Wang, Hai Ying;  Chen, Xinjie;  Flournoy, Nancy
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Focused information criterion  Measurement errors  Model averaging  Model selection  Semi-parametric models  
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 784-794
Authors:  Zhu, Ke;  Ling, Shiqing
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ARMA(p, q) models  Asymptotic normality  G/ARCH noises  Heavy-tailed noises  LADE  Random weighting approach  Self-weighted LADE  Sign-based portmanteau test  Strong consistency  
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 5, 页码: 1061-1072
Authors:  Wu, Xiaoyong;  Zou, Guohua;  Li, Yingfu
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Generalized growth curve model  UMVNNQUE  
ON COVARIANCE AND QUANTUM FISHER INFORMATION 期刊论文
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2009, 卷号: 53, 期号: 2, 页码: 329-U151
Authors:  Luo, S.
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covariance  quantum Fisher information  uncertainty relations  determinant  
Unbiased invariant minimum norm estimation in generalized growth curve model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2006, 卷号: 97, 期号: 8, 页码: 1718-1741
Authors:  Wu, Xiaoyong;  Zou, Guohua;  Chen, Jianwei
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generalized growth curve model  MINQE(U, I)  MINQLE(U, I)  UMVIQUE  
Bayes and empirical Bayes iteration estimators in two seemingly unrelated regression equations 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2005, 卷号: 48, 期号: 9, 页码: 1153-1168
Authors:  Wang, LC
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seemingly unrelated regressions  covariance adjusted approach  empirical Bayes estimation  mean square error criterion