16 resultados para Permutation-Symmetric Covariance


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Signal Processing, Vol. 83, nº 11

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Proceedings of the Edinburgh Mathematical Society, nº50 (2007), p.551-561

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We intend to study the algebraic structure of the simple orthogonal models to use them, through binary operations as building blocks in the construction of more complex orthogonal models. We start by presenting some matrix results considering Commutative Jordan Algebras of symmetric matrices, CJAs. Next, we use these results to study the algebraic structure of orthogonal models, obtained by crossing and nesting simpler ones. Then, we study the normal models with OBS, which can also be orthogonal models. We intend to study normal models with OBS (Orthogonal Block Structure), NOBS (Normal Orthogonal Block Structure), obtaining condition for having complete and suffcient statistics, having UMVUE, is unbiased estimators with minimal covariance matrices whatever the variance components. Lastly, see ([Pereira et al. (2014)]), we study the algebraic structure of orthogonal models, mixed models whose variance covariance matrices are all positive semi definite, linear combinations of known orthogonal pairwise orthogonal projection matrices, OPOPM, and whose least square estimators, LSE, of estimable vectors are best linear unbiased estimator, BLUE, whatever the variance components, so they are uniformly BLUE, UBLUE. From the results of the algebraic structure we will get explicit expressions for the LSE of these models.

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The aim of this work was to study the self-assembly process of C3-symmetric molecules. To accomplish this objective 1,3,5 – benzentricarboxamides (BTA) derivatives were obtained. Five C3-symmetric molecules were synthesized in moderate to good yields (39-72%) using azo-benzene, aniline, benzylamine, tryptophan and tyrosine. The aggregation behavior of the BTA derivatives was probed with 1H-NMR spectroscopy, 1H-1H 2D Nuclear Overhauser Effect Spectroscopy (NOESY) and Diffusion Ordered Spectroscopy (DOSY). These experiments allowed to study the influence of H-bonding groups, aromatic rings, unsaturated bonds and the overall geometry in the molecular self-assembly associated with the different structural patterns present on these molecules. The stacking and large molecule behavior where observed in BTA 1, aniline derivative, BTA 4, tyrosine derivative or BTA 5, tryptophan derivative, with several of those discussed functional groups such as unsaturated bonds and H-bonding groups. BTA 5 was used in a few preliminary interaction studies with glucose and ammonium chloride showing interaction with the ammonium ion.

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Revista Española de Paleontologia 19 (2), 229-242

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente pela Universidade Nova de Lisboa,Faculdade de Ciências e Tecnologia

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Semigroup Forum vol. 68 (2004), p. 335–356

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Publicationes Mathematicae Debrecen

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Dissertation presented to obtain a Master degree in Biotechnology

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Dissertation presented to obtain the PhD degree in Biology

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

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Dissertação para obtenção do Grau de Mestre em Genética Molecular e Biomedicina

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Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

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This paper offers a new approach to estimating time-varying covariance matrices in the framework of the diagonal-vech version of the multivariate GARCH(1,1) model. Our method is numerically feasible for large-scale problems, produces positive semidefinite conditional covariance matrices, and does not impose unrealistic a priori restrictions. We provide an empirical application in the context of international stock markets, comparing the nev^ estimator with a number of existing ones.

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The momentum anomaly has been widely documented in the literature. However, there are still many issues where there is no consensus and puzzles left unexplained. One is that strategies based on momentum present a level of risk that is inconsistent with the diversification that it offers. Moreover, recent studies indicate that this risk is variable over time and mostly strategy-specific. This work project hypothesises and proves that this evidence is explained by the portfolio constitution of the momentum strategy over time, namely the covariance and correlation between companies in the top and down deciles and across them.