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QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Spatial autoregression Dynamic panels Time varying spatial weights matrix Fixed ef- fects Maximum likelihood
2016/1/19
This paper investigates the quasi-maximum likelihood estimation of spatial dynamic panel data mod-els where spatial weights matrices can be time varying. We …nd that QML estimate is consistent and asy...
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices
Chen-Stein method coherence compressed sensing matrix covariance struc-ture law of large numbers limiting distribution maxima moderate deviations mutual incoherence property random matrix sample correlation matrix
2011/3/21
Kernel density estimation (KDE) is a popular statistical technique for estimating the underlying density distribution with minimal assumptions. Although they can be shown to achieve asymptotic estimat...
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices
Chen-Stein method coherence compressed sensing matrix covariance struc-ture law of large numbers limiting distribution maxima moderate deviations mutual incoherence property random matrix sample correlation matrix
2011/3/23
Testing covariance structure is of significant interest in many areas of statistical analysis and construction of compressed sensing matrices is an important problem in signal processing. Motivated b...