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Marco B.


ECB / Frankfurt University

Aktiv seit 2010

Followers: 0   Following: 0

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Professional Interests: macroeconomics, monetary economics, epidemiology of expectations, non- and semiparametric econometrics, density forecasting, simulation modeling

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Nearest positive semi-definite covariance matrix
Find nearest positive semi-definite matrix to a symmetric matrix that is not positive semi-definite

mehr als 12 Jahre vor | 1 Download |

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Fan chart
Fan chart

fast 14 Jahre vor | 2 Downloads |

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EM Algorithm: i.i.d. Mixture Distribution
Maximum likelihood estimation of parameters from 2-state i.i.d. Normal mixture

fast 14 Jahre vor | 1 Download |

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Forward Stepwise Regression Algorithm
Forward stepwise model selection algorithm (FSRA)

fast 14 Jahre vor | 1 Download |