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Covariance matrix
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#	Item
201	Ann Inst Stat Math[removed]:359–373 DOI[removed]s10463[removed]On generalized expectation-based estimation of a population spectral distribution from high-dimensional data Add to Reading List Source URL: www.ism.ac.jp Language: English - Date: 2015-03-19 01:33:54 Statistical inference Data analysis Matrices Summary statistics Estimator Eigenvalues and eigenvectors Covariance matrix Sample mean and sample covariance Variance Statistics Algebra Estimation theory
202	Ann Inst Stat Math[removed]:211–227 DOI[removed]s10463[removed]z An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions Add to Reading List Source URL: www.ism.ac.jp Language: English - Date: 2015-03-19 01:33:53 Estimation theory Statistical inference Econometrics Multivariate normal distribution Covariance matrix Covariance Estimator Variance Estimation of covariance matrices Statistics Data analysis Covariance and correlation
203	Calculation of Entailed Rank Constraints in Partially Non-Linear and Cyclic Models Peter Spirtes Department of Philosophy Carnegie Mellon University Add to Reading List Source URL: www.hss.cmu.edu Language: English - Date: 2014-03-03 17:25:15 Data analysis Psychometrics Regression analysis Covariance Variance Correlation and dependence Matrix Factor analysis Normal distribution Statistics Covariance and correlation Multivariate statistics
204	Coastal Characterization Using EO-1 Hyperion Data Dr. Hsiao-hua K. Burke MIT Lincoln Laboratory EO-1 SVT Meeting[removed]November 2002 Add to Reading List Source URL: www.eoc.csiro.au Language: English - Date: 2002-12-15 23:27:20 Multivariate statistics Data analysis Singular value decomposition Linear algebra Matrix theory Principal component analysis Covariance matrix Eigenvalues and eigenvectors Dimension reduction Algebra Statistics Mathematics
205	IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 55, NO. 8, AUGUSTHessian and Concavity of Mutual Information, Differential Entropy, and Entropy Power in Add to Reading List Source URL: www.ece.ust.hk Language: English - Date: 2009-07-27 05:46:01 Matrices Matrix theory Matrix Covariance matrix Fisher information Symmetric matrix Jacobian matrix and determinant Differential entropy Diagonal matrix Algebra Linear algebra Mathematics
206	The Annals of Statistics 2013, Vol. 41, No. 3, 1055–1084 DOI: AOS1014 © Institute of Mathematical Statistics, 2013 MINIMAX BOUNDS FOR SPARSE PCA WITH NOISY Add to Reading List Source URL: www.wisdom.weizmann.ac.il Language: English - Date: 2013-06-16 05:23:55 Singular value decomposition Data analysis Matrix theory Covariance and correlation Principal component analysis Eigenvalues and eigenvectors Eigendecomposition of a matrix Covariance matrix Multivariate normal distribution Algebra Statistics Linear algebra
207	Notes on Spectral Implications of Security Market Data for Models of Dynamic Economies Add to Reading List Source URL: web.missouri.edu Language: English - Date: 2003-04-07 16:44:12 Econometrics Time series analysis Autoregressive conditional heteroskedasticity Autoregressive model Spectral density Volatility Quantitative analyst Integral transform Covariance matrix Statistics Mathematical sciences Mathematical finance
208	largest_eig_detection.dvi Add to Reading List Source URL: www.wisdom.weizmann.ac.il Language: English - Date: 2011-03-30 20:39:52 Singular value decomposition Mathematical physics Multivariate statistics Probability theory Covariance matrix Principal component analysis Multivariate normal distribution Eigenvalues and eigenvectors Normal distribution Statistics Algebra Data analysis
209	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation Author(s): Donald W. K. Andrews Reviewed work(s): Source: Econometrica, Vol. 59, No. 3 (May, 1991), pp[removed]Published by: The Econometric Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 22:25:17 Signal processing Kernel density estimation Kernel Normal distribution Estimation of covariance matrices Variance Statistics Non-parametric statistics Estimation theory
210	Bayesian Joint Inversions for the Exploration of Earth Resources Alistair Reid1 , Simon O’Callaghan1 , Edwin Bonilla1 , Lachlan McCalman1 , Tim Rawling2 and Fabio Ramos3 1. NICTA, 2. University of Melbourne, 3. Univers Add to Reading List Source URL: www-personal.acfr.usyd.edu.au Language: English - Date: 2015-01-05 23:35:35 Covariance and correlation Data analysis Interpolation Kriging Multivariate interpolation Normal distribution Inverse problem Covariance matrix Inversive geometry Statistics Geology Geostatistics

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