If the discriminant (b² - 4ac) is negative, the roots are complex numbers. Complex roots always come in conjugate pairs (a + ...
The lambda value of the iteration history indicates that Newton steps can always be performed. Because no singular Hessian matrices (which can slow down the convergence rate considerably) are computed ...
The size of an enlargement/reduction is described by its scale factor. For example, a scale factor of 2 means that the new shape is twice the size of the original. A scale factor of 3 means that the ...
In this article, the authors suggest a profile-likelihood approach for estimating complex models by maximum likelihood (ML) using standard software and minimal programming. The method works whenever ...
We consider the problem of testing the presence of alpha in linear factor pricing models. We propose a robust spatial sign-based nonparametric test that simultaneously alleviates two prominent ...
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