This paper is an extension of EbayesThresh (the empirical bayesian thresholding method) under assumption of data with homogeneous standard deviation noises described in Johnstone and Silverman (2004)[1]. We ease this restriction, allowing heterogeneous standard deviation of noises, and provide details in estimating the true effects with posterior estimator, e.g. posterior mean or posterior medi...

This paper performs specification analysis on the term structure of variance swap rates on the S&P 500 index and studies the optimal investment decision on the variance swaps and the stock index. The analysis identifies 2 stochastic variance risk factors, which govern the short and long end of the variance swap term structure variation, respectively. The highly negative estimate for the market ...

Let $G$ be a graph and let $m_{ij}(G)$, $i,jge 1$, be the number of edges $uv$ of $G$ such that ${d_v(G), d_u(G)} = {i,j}$. The {em $M$-polynomial} of $G$ is introduced with $displaystyle{M(G;x,y) = sum_{ile j} m_{ij}(G)x^iy^j}$. It is shown that degree-based topological indices can be routinely computed from the polynomial, thus reducing the problem of their determination in each particular ca...

The Wiener index of a graph is the sum of all pairwise distances of vertices of the graph. In this paper we characterize the trees which minimize the Wiener index among all trees of given order and maximum degree and the trees which maximize the Wiener index among all trees of given order that have only vertices of two di erent degrees.