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Covariance
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#	Item
241	Covariance matrices for mean field variational Bayes Ryan Giordano, Tamara Broderick, Michael I. Jordan Berkeley Add to Reading List Source URL: www.tamarabroderick.com Language: English - Date: 2015-10-09 10:47:59
242	Statistical inference for noisy nonlinear ecological dynamic systems Add to Reading List Source URL: www.maths.lth.se Language: English - Date: 2015-03-17 08:42:39 Statistical theory Probability and statistics Statistics Maximum likelihood estimation Stable distributions Bayesian statistics Statistical tests Model selection Likelihood function Estimation of covariance matrices Data transformation Likelihood-ratio test
243	Measuring Inequality of Opportunity with Latent Variables Florian Wendelspiess Chávez Juárez (University of Geneva, Switzerland) Paper Prepared for the IARIW-IBGE Conference on Income, Wealth and Well-Being in Latin A Add to Reading List Source URL: www.iariw.org Language: English - Date: 2013-09-04 16:20:17 Statistics Probability theory Estimation theory Covariance and correlation Regression analysis Algebra of random variables Covariance Variance Correlation and dependence Expected value Ordinary least squares Factor analysis
244	M PRA Munich Personal RePEc Archive Bayesian Semiparametric Modeling of Realized Covariance Matrices Xin Jin and John M Maheu Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2014-11-26 01:23:04
245	Calibration by correlation using metric embedding from non-metric similarities Appendix B: complete statistics and visualization F Add to Reading List Source URL: rpg.ifi.uzh.ch Language: English - Date: 2014-10-05 18:45:16 Covariance and correlation Independence Corr
246	CreditRisk + Model with Dependent Risk Factors Ruodu Wang∗, Liang Peng† and Jingping Yang‡ October 6, 2014 Abstract The CreditRisk + model is widely used in industry for computing the loss of a credit portfolio. Th Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-10-06 11:54:54 Actuarial science Statistics Independence Probability Covariance and correlation Mathematical analysis Multivariate statistics Copula Financial risk Variance Risk Comonotonicity
247	Tutorial CMA-ES — Evolution Strategies and Covariance Matrix Adaptation Anne Auger & Nikolaus Hansen INRIA Research Centre Saclay – ˆIle-de-France Project team TAO University Paris-Sud, LRI (UMR 8623), Bat. 660 Add to Reading List Source URL: www.lri.fr Language: English - Date: 2013-07-15 07:17:18
248	Social Learning in a Changing World Rafael M. Frongillo∗, Grant Schoenebeck† and Omer Tamuz‡ arXiv:1109.5482v1 [cs.SI] 26 SepSeptember 27, 2011 Add to Reading List Source URL: people.hss.caltech.edu Language: English - Date: 2012-03-08 06:42:19 Statistics Estimation theory Statistical theory Bias of an estimator GaussMarkov theorem Covariance Variance Maximum likelihood estimation Kalman filter Expected value Efficiency Estimator
249	Journal of EMPIRICAL ELSEVIER Journal of Empirical Finance Add to Reading List Source URL: www.ssc.wisc.edu Language: English Statistics Probability Mathematical finance Covariance and correlation Probability distributions Stable distributions Statistical tests Covariance Heteroscedasticity Variance Normal distribution Portfolio optimization
250	IEEE TRANSACTIONS ON INFORMATION 128 c J(Wi- w/&(w) = J(w - Wk), Add to Reading List Source URL: www.ifp.illinois.edu Language: English - Date: 2003-07-08 17:06:56 Signal processing Regression analysis Empirical process Autocorrelation Covariance and correlation Time series analysis Vladimir Vapnik GlivenkoCantelli theorem

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