scholarly journals ESTIMATION OF A MEAN VECTOR BASED ON THE OPTIMUM ESTIMATOR UNDER THE KNOWN NORM COMPONENT

2001 ◽  
Vol 31 (2) ◽  
pp. 239-256
Author(s):  
Teruo Fujioka ◽  
Takemi Yanagimoto
1981 ◽  
Vol 12 (3-4) ◽  
pp. 237-245 ◽  
Author(s):  
Bernard Clement ◽  
Sukharanyan Chakraborty ◽  
Bimal K. Sinha ◽  
Narayan C. Giri

2018 ◽  
Vol 21 (08) ◽  
pp. 1850054 ◽  
Author(s):  
DAVID BAUDER ◽  
TARAS BODNAR ◽  
STEPAN MAZUR ◽  
YAREMA OKHRIN

In this paper, we consider the estimation of the weights of tangent portfolios from the Bayesian point of view assuming normal conditional distributions of the logarithmic returns. For diffuse and conjugate priors for the mean vector and the covariance matrix, we derive stochastic representations for the posterior distributions of the weights of tangent portfolio and their linear combinations. Separately, we provide the mean and variance of the posterior distributions, which are of key importance for portfolio selection. The analytic results are evaluated within a simulation study, where the precision of coverage intervals is assessed.


2005 ◽  
Vol 57 (1-2) ◽  
pp. 49-66 ◽  
Author(s):  
Anuradba Roy ◽  
Ravindra Khattree

In repeated measures studies how observations change over time is often of prime interest. Modelling this time effect in the context of discrimination, is the objective of this article. We study the problem of classification with multiple q-variate observations with time effect on each individual. The covariance matrices as well as mean vectors are mordelled respectively to accommodate the correlation between the successive repeated measures and to describe the time effects. Computation schemes for maximum likelihood estimation of required population parameters are provided.


2014 ◽  
Vol 70 (a1) ◽  
pp. C1474-C1474
Author(s):  
Patrice Kenfack ◽  
Emmanuel Wenger ◽  
Slimane Dahaoui ◽  
John Lambi ◽  
Pierrick Durand ◽  
...  

Supramolecular compounds have attracted considerable interest to chemists, physicists and materials scientists due to their fascinating structures and potential applications as porosity [1-3] but one of the most appealing aims today, is to build multifunctional compounds. We are interested to rationalize the synthesis of porous heterometallic compounds by self- assembly via hydrogen bonds. In this communication, we present a stacked 2D Catena-{Co(amp)3Cr(ox)3.6H2O} (amp = 2-picolylamine, ox=oxalate). It is built by layers in which both (Co(amp)3+ (D) and Cr(ox)3- ( A)) ionic units are linked in a repeating DADADA...pattern along both the a and c axis with four and two hydrogen bonds respectively. These layers host very well resolved dodecameric discrete ring water clusters (R12) built by six independent molecules located around the centrosymmetric Wyckoff position's of the P21/n space group in which the compound crystallizes. The clusters are ranged along the [001] direction, occupy 807.6 Å3 (23.9%) of the unit cell and have a chair conformation via 10 hydrogen bonds. The dehydration process of the compound occurs in one step around 77oC and the dehydrated compound remains crystalline although all framework atoms move by 2.25 Å along a mean vector (dm= 2.21 i + 0.17 j + 0.37 k) during the process. The unit cell is then reduced by 12.34 % along a, 12.22% along b and 2. 03% along c reducing V by 22.03%. By exposure to air, the regeneration of the compound needs 90 min, following the first kinetic Avrami's model.


2009 ◽  
Vol 58 (10) ◽  
pp. 6677
Author(s):  
Liu Su-Ping ◽  
Hu Guang-Chun ◽  
Hu Yong-Bo ◽  
Hao Fan-Hua ◽  
Chu Cheng-Sheng ◽  
...  

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