… The estimation problem is reduced to one of solving a set of two coupled 2-D polynomial …
the global 2-D search over range and bearing to 2(m - 1) independent 1-D searches. This …

BRUCE I. JACOBS and KENNETH N. LEVY are principals of Jacobs Levy Equity Management
in Roseland (NJ 07068). he traditional focus of cquity investing has been on finding …

… It can be shown (see Jacobs, Levy, and Starer [1998]) that the optimal risky portfolio h in this
… See Jacobs, Levy, and Starer [1998] for a discussion of this literature and our counterpoints. …

The authors present polynomial-based Newton algorithms for maximum likelihood estimation
(MLE) of the parameters of multiple exponential signals in noise. This formulation can be …

We consider the optimality of portfolios not subject to short-selling constraints and derive
conditions that a universe of securities must satisfy for an optimal active portfolio to be dollar …

… Figure l(d) shows a similar plot computed using the sample data covariance matrix obtained
… Comparing Figure l(a) with l(c) (asymptotics) and l(b) with l(d) (finitesample) we can see that …

… of conventional pole estimation and the method proposed in this paper is presented in Section
VI-D. … D degree in electrical engineering from Stanford University. Stanford. CA, in 1983. …

Presents a new algorithm for passive localization of multiple narrow-band near-field sources
using a uniform linear array. The algorithm is computationally efficient and has global …

… Specifically, define the n × 1 minimum (down) vector d with elements di such that xi ≥ di. For
example, the lower bound on a simple long-only portfolio is di = 0 for all i. Also define the n×…

The authors present a Newton algorithm for exact maximum likelihood estimation of the
parameters of multiple exponential signals in additive white Gaussian noise. Closed-form …