管理学 >>> 统计学 >>> 统计学史 理论统计学 统计法学 描述统计学 经济统计学 科学技术统计学 社会统计学 环境与生态统计学 国际统计学 统计学其他学科
搜索结果: 1-15 共查到统计学 covariance相关记录63条 . 查询时间(0.048 秒)
In multivariate analysis, the covariance matrix associated with a set of vari-ables of interest (namely response variables) commonly contains valuable infor-mation about the dataset. When the dimensio...
The banding estimator of Bickel and Levina (2008a) and its tapering version of Cai, Zhang and Zhou (2010), are important high dimensional covariance esti-mators. Both estimators require choosing a ban...
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to t...
In multivariate analysis, the covariance matrix associated with a set of vari-ables of interest (namely response variables) commonly contains valuable infor-mation about the dataset. When the dimensio...
The banding estimator of Bickel and Levina (2008a) and its tapering version of Cai, Zhang and Zhou (2010), are important high dimensional covariance esti-mators. Both estimators require choosing a ban...
Motivated by the latest effort to employ banded matrices to esti-mate a high-dimensional covariance Σ, we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to t...
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due ...
This note examines the influence of covariance inflation on the distance between the measured observation and the simulated (or predicted) observation with respect to the state estimate. In order for ...
The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problem...
In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based...
Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-c...
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minima...
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minima...
We consider two continuous It\^o semimartingales observed with noise and sampled at stopping times in a nonsynchronous manner. In this article we establish a central limit theorem for the pre-averaged...
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...