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BACKGROUND: Desmosomal gene variants (DGVs) have been associated with a diverse spectrum of phenotypic manifestations within ...
This study examines 1495 publicly listed companies over the period 2016-2022 to assess whether higher ESG (environmental, social, and governance) scores are associated with greater cash dividend ...
Diop, M. and Traore, A. (2025) Monetary Policy Neutrality in WAEMU Countries: A SVAR Model. Modern Economy, 16, 756-772. doi: ...
Tests multiple groups of explanatory variable and one outcome variable Tests multiple groups of explanatory variable and two or more outcome variables Uses means to calculate variance within ... our ...
If a portfolio has multiple assets, its volatility is calculated using a matrix. A variance-covariance matrix is computed for all the assets. The vector of the weights of the assets in the ...
when the diagonal elements of the true covariance matrix exhibit substantial variation, our method reduces the Mean Squared Error, compared with the OAS that targets an average variance. The ...
To describe the spread of the multivariate data, instead of a single variance value, you'd have a 2x2 covariance matrix. If you were looking at data with three values, such as men's (height, weight, ...
covDiag: Linear shrinkage towards diagonal matrix; the target preserves the diagonal of the sample covariance matrix and all the covariances ... Inverse Stein’s loss and Minimum Variance loss, called ...