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math.NA2016★ 1 cited
On the condition number theory of the equality constrained indefinite least squares problem
Shaoxin Wang, Hanyu Li, Hu Yang
In this paper, within a unified framework of the condition number theory we present the explicit expression of the projected condition number of the equality constrained indefinite…
stat.CO2016
On the penalized maximum likelihood estimation of high-dimensional approximate factor model
Shaoxin Wang, Hu Yang, Chaoli Yao
In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not…