A new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels. The new estimators are shown to be higher-order accurate when ...
can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...
In this paper, we present new error bounds for the Lanczos method and the shift-and-invert Lanczos method for computing e -τA v for a large sparse symmetric positive ...
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