The area \(A\) of a square of side length \(s\) is \(A=s^2\text{.}\) Suppose \(s\) increases by an amount \(\Delta s=ds\text{.}\) Draw a square and then illustrate ...

Reduced rank approximation of matrices by Householder-Young methods is shown to be equivalent to fitting of a bilinear (multiplicative) model and to projection onto an optimally chosen subspace. The ...

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log ...