Covariance matrix

Results: 494



#Item
241Matrix theory / Mathematical physics / Singular value decomposition / Matrices / Eigenvalues and eigenvectors / Matrix / Covariance matrix / Financial Correlations / Random matrix / Algebra / Linear algebra / Mathematics

Mathematical Models and Methods in Applied Sciences c❢World Scientific Publishing Company RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS LAURENT LALOUX, PIERRE CIZEAU and MARC POTTERS Science & Finance

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Source URL: www.math.nyu.edu

Language: English - Date: 2011-02-05 17:21:01
242

What determines the t-stat? J. Hess Let us model y=x1b1+X2b2+e and focus on the first variable. The variance-covariance matrix of the OLS [b1 b2]’ is s2(X’X)-1. With X=[x1 X2], . Its inverse has in the upper

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Source URL: bauer.uh.edu

Language: English - Date: 2009-10-01 10:28:58
    243Matrix theory / Covariance and correlation / Data analysis / Matrices / Matrix / Multivariate normal distribution / Covariance matrix / Eigenvalues and eigenvectors / Covariance / Algebra / Linear algebra / Mathematics

    Large Scale Distributed Sparse Precision Estimation Huahua Wang, Arindam Banerjee Dept. of Computer Science & Engg, University of Minnesota, Twin Cities {huwang,banerjee}@cs.umn.edu Cho-Jui Hsieh, Pradeep Ravikumar, Ind

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    Source URL: www.cs.utexas.edu

    Language: English - Date: 2013-11-11 22:32:08
    244Regression analysis / Data analysis / Econometrics / Structural equation modeling / Covariance / OpenMx / Multivariate normal distribution / Correlation and dependence / Matrix / Statistics / Covariance and correlation / Multivariate statistics

    OpenMx: Simpified manual for beginners, version 14th March 2010 Preamble This manual was written in response to comments that the existing instruction material for OpenMx assumed too much background knowledge. Here we a

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    Source URL: openmx.psyc.virginia.edu

    Language: English - Date: 2011-03-29 19:03:44
    245Matrix theory / Matrices / Numerical linear algebra / Singular value decomposition / Symmetric matrix / Eigenvalues and eigenvectors / Matrix / Eigendecomposition of a matrix / Covariance matrix / Algebra / Linear algebra / Mathematics

    Matrix Manipulation of Data: Matrix Algebra 1. Vectors ⎡ x1 ⎤ ⎢x ⎥ Vector x = ⎢ 2 ⎥ column vector

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    Source URL: bauer.uh.edu

    Language: English - Date: 2010-08-25 11:35:31
    246Robot control / Control theory / Bayesian statistics / Kalman filter / Data assimilation / Variance / Covariance matrix / Histogram / Statistics / Estimation theory / Linear filters

    Data assimilation toolbox for scalar conservation laws: Java implementation manual Adrien Couque, S´ebastien Blandin, Alexandre Bayen, Daniel Work Abstract This document describes the use of the tester developed for the

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    Source URL: traffic.berkeley.edu

    Language: English - Date: 2011-09-21 14:32:05
    247Data analysis / Multivariate statistics / Singular value decomposition / Matrix theory / Principal component analysis / Eigenvalues and eigenvectors / Covariance matrix / Variance / Power iteration / Algebra / Statistics / Linear algebra

    Principal Component Analysis (PCA) R E D U C E T H E N U M B E R O F D I M E N S I O N S O F T H E D ATA When faced with a moderate or large number of columns but a significant amount of correlation between variables, PC

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    Source URL: www.1010data.com

    Language: English - Date: 2013-12-15 15:36:59
    248Comprehensive Nuclear-Test-Ban Treaty / International organizations / Inverse problem / Scientific modelling / Inverse element / Radioactive decay / Comprehensive Nuclear-Test-Ban Treaty Organization / Covariance matrix / Statistics / Mathematics / Matrices

    Potential of the International Monitoring System radionuclide network for inverse modelling Mohammad Reza Koohkan1 , Marc Bocquet1 , Lin Wu1 , Monika Krysta2 , Victor Winiarek1 , Olivier Saunier3 , Anne Mathieu3 ´

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    Source URL: www.ctbto.org

    Language: English - Date: 2011-06-29 08:49:30
    249Time series analysis / Vector autoregression / Numerical linear algebra / Variance decomposition / Variance / Shock / Gross domestic product / Cholesky decomposition / Covariance matrix / Statistics / Econometrics / Data analysis

    Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007

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    Source URL: www.cid.harvard.edu

    Language: English - Date: 2008-02-20 16:26:53
    250Multivariate statistics / Matrices / Summary statistics / Covariance matrix / Covariance / Multivariate random variable / Matrix / Normal distribution / Cross-covariance / Statistics / Covariance and correlation / Algebra of random variables

    Analysis of classification possibility infrasound signals from different sources based on correlation ability N.D. Tsybulskaya S.N. Kulichkov

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    Source URL: www.ctbto.org

    Language: English - Date: 2011-06-29 08:18:10
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