{"id":"https://openalex.org/W4386947612","doi":"https://doi.org/10.29124/kjeas.1548.6","title":"A Comparison of Some Estimation Methods for Var-Covariance matrix in Big Data with Application","display_name":"A Comparison of Some Estimation Methods for Var-Covariance matrix in Big Data with Application","publication_year":2023,"publication_date":"2023-09-22","ids":{"openalex":"https://openalex.org/W4386947612","doi":"https://doi.org/10.29124/kjeas.1548.6"},"language":"en","primary_location":{"id":"doi:10.29124/kjeas.1548.6","doi":"https://doi.org/10.29124/kjeas.1548.6","is_oa":true,"landing_page_url":"http://dx.doi.org/10.29124/kjeas.1548.6","pdf_url":"https://kjeas.uowasit.edu.iq/index.php/kjeas/article/download/611/318","source":{"id":"https://openalex.org/S4387278305","display_name":"Al Kut Journal of Economic and Administrative Sciences","issn_l":"1999-558X","issn":["1999-558X","2707-4560"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4363603785","host_organization_name":"Wassit University","host_organization_lineage":["https://openalex.org/P4363603785"],"host_organization_lineage_names":["Wassit University"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Al Kut Journal of Economics and Administrative Sciences","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://kjeas.uowasit.edu.iq/index.php/kjeas/article/download/611/318","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5092920385","display_name":"Jalal Jassim","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jalal Jassim","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":null,"display_name":"Ahmed Salih","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ahmed Salih","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.11087625,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"15","issue":"48","first_page":"105","last_page":"115"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9556000232696533,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9556000232696533,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.013899999670684338,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.010700000450015068,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/covariance-matrix-estimation","display_name":"covariance matrix estimation","score":0.9649999737739563},{"id":"https://openalex.org/keywords/high-dimensional-data","display_name":"high-dimensional data","score":0.9079999923706055},{"id":"https://openalex.org/keywords/big-data","display_name":"big data","score":0.7580000162124634},{"id":"https://openalex.org/keywords/living-standards","display_name":"living standards","score":0.6119999885559082},{"id":"https://openalex.org/keywords/maximum-likelihood-estimation","display_name":"maximum likelihood estimation","score":0.5090000033378601},{"id":"https://openalex.org/keywords/simulation-study","display_name":"simulation study","score":0.5189999938011169}],"concepts":[{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.7061638832092285},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6139788627624512},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.572760820388794},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5640112161636353},{"id":"https://openalex.org/C180877172","wikidata":"https://www.wikidata.org/wiki/Q5401390","display_name":"Estimation of covariance matrices","level":3,"score":0.530038595199585},{"id":"https://openalex.org/C114138010","wikidata":"https://www.wikidata.org/wiki/Q7684542","display_name":"Tapering","level":2,"score":0.5173563361167908},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4859987199306488},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3228597044944763},{"id":"https://openalex.org/C121684516","wikidata":"https://www.wikidata.org/wiki/Q7600677","display_name":"Computer graphics (images)","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.29124/kjeas.1548.6","doi":"https://doi.org/10.29124/kjeas.1548.6","is_oa":true,"landing_page_url":"http://dx.doi.org/10.29124/kjeas.1548.6","pdf_url":"https://kjeas.uowasit.edu.iq/index.php/kjeas/article/download/611/318","source":{"id":"https://openalex.org/S4387278305","display_name":"Al Kut Journal of Economic and Administrative Sciences","issn_l":"1999-558X","issn":["1999-558X","2707-4560"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4363603785","host_organization_name":"Wassit University","host_organization_lineage":["https://openalex.org/P4363603785"],"host_organization_lineage_names":["Wassit University"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Al Kut Journal of Economics and Administrative Sciences","raw_type":"journal-article"},{"id":"pmh:oai:ojs2.kjeas.uowasit.edu.iq:article/611","doi":null,"is_oa":true,"landing_page_url":"https://kjeas.uowasit.edu.iq/index.php/index/article/view/611","pdf_url":null,"source":{"id":"https://openalex.org/S4387278305","display_name":"Al Kut Journal of Economic and Administrative Sciences","issn_l":"1999-558X","issn":["1999-558X","2707-4560"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4363603785","host_organization_name":"Wassit University","host_organization_lineage":["https://openalex.org/P4363603785"],"host_organization_lineage_names":["Wassit University"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"1999-558X","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.29124/kjeas.1548.6","doi":"https://doi.org/10.29124/kjeas.1548.6","is_oa":true,"landing_page_url":"http://dx.doi.org/10.29124/kjeas.1548.6","pdf_url":"https://kjeas.uowasit.edu.iq/index.php/kjeas/article/download/611/318","source":{"id":"https://openalex.org/S4387278305","display_name":"Al Kut Journal of Economic and Administrative Sciences","issn_l":"1999-558X","issn":["1999-558X","2707-4560"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4363603785","host_organization_name":"Wassit University","host_organization_lineage":["https://openalex.org/P4363603785"],"host_organization_lineage_names":["Wassit University"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Al Kut Journal of Economics and Administrative Sciences","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4386947612.pdf","grobid_xml":"https://content.openalex.org/works/W4386947612.grobid-xml"},"referenced_works_count":2,"referenced_works":["https://openalex.org/W2114060717","https://openalex.org/W2153491803"],"related_works":["https://openalex.org/W3131354215","https://openalex.org/W2130351130","https://openalex.org/W3015757129","https://openalex.org/W1487715984","https://openalex.org/W7220408039","https://openalex.org/W3028747984","https://openalex.org/W2054045791","https://openalex.org/W7097850092","https://openalex.org/W2091494869","https://openalex.org/W7097720832"],"abstract_inverted_index":{"The":[0,107],"of":[1,37,49,60,110],"the":[2,31,47,51,55,58,73,89,112,127,134],"var-covariance":[3,32,74],"matrix":[4,33,75],"estimating":[5,30,50],"is":[6,84],"very":[7],"important":[8],"and":[9,46,88],"represents":[10],"a":[11],"cornerstone":[12],"in":[13,57,76,79,115],"many":[14,22],"statistical":[15],"methods":[16,23,42,45,70,81],"for":[17,102],"several":[18],"scientific":[19],"fields,":[20],"as":[21,97,99,122],"have":[24],"emerged":[25],"that":[26,126],"are":[27,43],"concerned":[28],"with":[29,54],"based":[34],"on":[35],"method":[36],"maximum":[38],"likelihood.":[39],"Nowadays":[40],"these":[41],"classical":[44],"process":[48],"covariance":[52],"difficult":[53],"increase":[56],"number":[59],"variables":[61],"under":[62,138],"study.":[63],"In":[64],"this":[65],"research,":[66],"we":[67],"used":[68],"two":[69],"to":[71],"estimate":[72],"big":[77,139],"data":[78,101,140],"tow":[80],".":[82],"first":[83],"Banding":[85,129],"Estimator":[86,91,130,137],"BE":[87,128],"Tapering":[90,136],"TE.":[92],"Simulation":[93],"study":[94],"were":[95],"used,":[96,121],"well":[98],"real":[100],"living":[103],"standards":[104],"obtained":[105],"from":[106],"Iraqi":[108],"Ministry":[109],"Planning,":[111],"percentage":[113],"improvement":[114],"average":[116],"loss":[117],"(PRIAL)":[118],"criterion":[119],"was":[120,124],"it":[123],"concluded":[125],"works":[131],"better":[132],"than":[133],"TE":[135],"conditions.":[141]},"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2023-09-23T00:00:00"}