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101.
102.
Testing predictability is known to be an important issue for the balanced predictive regression model. Some unified testing statistics of desirable properties have been proposed, though their validity depends on a predefined assumption regarding whether or not an intercept term nevertheless exists. In fact, most financial data have endogenous or heteroscedasticity structure, and the existing intercept term test does not perform well in these cases. In this paper, we consider the testing for the intercept of the balanced predictive regression model. An empirical likelihood based testing statistic is developed, and its limit distribution is also derived under some mild conditions. We also provide some simulations and a real application to illustrate its merits in terms of both size and power properties. 相似文献
103.
Chi-Kwong Li Ming-Cheng Tsai Ya-Shu Wang Ngai-Ching Wong 《Journal of Mathematical Analysis and Applications》2022,505(2):125522
Let L be an additive map between (real or complex) matrix algebras sending Hermitian idempotent matrices to Hermitian idempotent matrices. We show that there are nonnegative integers with and an unitary matrix U such that We also extend this result to the (complex) von Neumann algebra setting, and provide a supplement to the Dye-Bunce-Wright Theorem asserting that every additive map of Hermitian idempotents extends to a Jordan ?-homomorphism. 相似文献
104.
Lina Hemmingsson 《Numerical Algorithms》1994,7(2):375-389
In this report we consider block-tridiagonal systems with Toeplitz blocks. Each block is of sizen×n consisting ofn
c×n
c matrices as entries, and there arem×m blocks in the system. The solution of those systems consists of 2n
c
m modified sine transforms and an intermediate solution ofn block-tridiagonal systems. Symmetries in the data vectors are exploited such that one modified sine transform can be computed in terms of one Fourier transform of half the length of the original one, hence requiringO(2.5nlog2
n) operations. Similarly, we only have to solve (n+1)/2 of the intermediate systems due to symmetry.This work was supported by the Swedish National Board for Industrial and Technical Development, NUTEK, under contract No. 89-02539 P. 相似文献
105.
We study here some linear recurrence relations in the algebra of square matrices. With the aid of the Cayley–Hamilton Theorem, we derive some explicit formulas for An (nr) and etA for every r×r matrix A, in terms of the coefficients of its characteristic polynomial and matrices Aj, where 0jr−1. 相似文献
106.
Florian A. Potra 《Mathematical Programming》2001,91(1):99-115
Sufficient conditions are given for the Q-superlinear convergence of the iterates produced by primal-dual interior-point methods
for linear complementarity problems. It is shown that those conditions are satisfied by several well known interior-point
methods. In particular it is shown that the iteration sequences produced by the simplified predictor–corrector method of Gonzaga
and Tapia, the simplified largest step method of Gonzaga and Bonnans, the LPF+ algorithm of Wright, the higher order methods
of Wright and Zhang, Potra and Sheng, and Stoer, Wechs and Mizuno are Q-superlinearly convergent.
Received: February 9, 2000 / Accepted: February 20, 2001?Published online May 3, 2001 相似文献
107.
A directed balanced incomplete block design (or D
B(k,;v)) (X,) is called self-converse if there is an isomorphic mapping f from (X,) to (X,–1), where –1={B
–1:B} and B
–1=(x
k
,x
k
–1,,x
2,x
1) for B=(x
1,x
2,,x
k
–1,x
k
). In this paper, we give the existence spectrum for self-converse D
B(4,1;v).
AMS Classification:05BResearch supported in part by NSFC Grant 10071002 and SRFDP under No. 20010004001 相似文献
108.
Sparse approximate inverse (SAI) techniques have recently emerged as a new class of parallel preconditioning techniques for
solving large sparse linear systems on high performance computers. The choice of the sparsity pattern of the SAI matrix is
probably the most important step in constructing an SAI preconditioner. Both dynamic and static sparsity pattern selection
approaches have been proposed by researchers. Through a few numerical experiments, we conduct a comparable study on the properties
and performance of the SAI preconditioners using the different sparsity patterns for solving some sparse linear systems.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
109.
Milutin R. Dostanic 《Proceedings of the American Mathematical Society》2002,130(6):1755-1764
We prove a second order formula concerning distribution of singular values of Toeplitz matrices in some cases when conditions of the H. Widom Theorem are not satisfied.
110.