Estimation of covariance matrices

Results: 56



#Item
31Covariance and correlation / Data analysis / Probability theory / Estimation of covariance matrices / Covariance matrix / Multivariate normal distribution / Covariance / Sample mean and sample covariance / Principal component analysis / Statistics / Matrices / Multivariate statistics

Estimation of covariance matrices Roman Vershynin University of Michigan Asymptotic Geometric Analysis and Convexity Toronto, September 2010

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-09-23 12:09:45
32Covariance and correlation / Regression analysis / Estimation theory / Linear regression / Multivariate normal distribution / Normal distribution / Covariance / Variance / Estimation of covariance matrices / Statistics / Econometrics / Data analysis

Idescat. SORT. Generalized spatio-temporal models. Volume 35 (2)

Add to Reading List

Source URL: www.idescat.cat

Language: English - Date: 2011-12-15 07:45:30
33Covariance and correlation / Matrices / Singular value decomposition / Matrix theory / Data analysis / Covariance matrix / Multivariate normal distribution / Correlation and dependence / Variance / Algebra / Linear algebra / Mathematics

Package ‘corpcor’ September 29, 2014 Version[removed]Date[removed]Title Efficient Estimation of Covariance and (Partial) Correlation Author Juliane Sch\{}``afer, Rainer OpgenRhein, Verena Zuber, Miika Ahdesm\{}''aki

Add to Reading List

Source URL: cran.r-project.org

Language: English - Date: 2014-09-29 12:30:16
34Matrices / Covariance and correlation / Summary statistics / Numerical linear algebra / Algebra of random variables / Covariance / Estimation of covariance matrices / Matrix norm / Cholesky decomposition / Statistics / Algebra / Mathematics

Covariance regularization by thresholding

Add to Reading List

Source URL: www.stat.berkeley.edu

Language: English - Date: 2009-03-21 03:07:14
35Probability theory / Variance / Covariance / Parameter / Estimation theory / Estimation of covariance matrices / Linear regression / Statistics / Data analysis / Covariance and correlation

Sample Size Requirements in HLM: An Empirical Study The Relationship Between the Sample Sizes at Each Level of a Hierarchical Model and the Precision of the Outcome Model

Add to Reading List

Source URL: www.ierinstitute.org

Language: English - Date: 2012-09-26 10:10:17
36Matrices / Covariance and correlation / Multivariate statistics / Data analysis / Summary statistics / Multivariate normal distribution / Covariance matrix / Covariance / Principal component analysis / Statistics / Algebra / Linear algebra

Regularized estimation of large covariance matrices

Add to Reading List

Source URL: www.stat.berkeley.edu

Language: English - Date: 2008-05-06 21:55:48
37Data analysis / Multivariate statistics / Algebra of random variables / Covariance / Estimation of covariance matrices / Wishart distribution / Matrix / Symmetric matrix / Variance / Statistics / Matrices / Covariance and correlation

Estimating Tree-Structured Covariance Matrices via Mixed-Integer Programming H´ ector Corrada Bravo Department of Biostatistics

Add to Reading List

Source URL: jmlr.csail.mit.edu

Language: English - Date: 2009-04-18 18:16:21
38Data analysis / Multivariate statistics / Algebra of random variables / Covariance / Estimation of covariance matrices / Wishart distribution / Matrix / Symmetric matrix / Variance / Statistics / Matrices / Covariance and correlation

Estimating Tree-Structured Covariance Matrices via Mixed-Integer Programming H´ ector Corrada Bravo Department of Biostatistics

Add to Reading List

Source URL: www.cbcb.umd.edu

Language: English - Date: 2009-04-14 00:14:30
39Covariance and correlation / Estimation theory / Data analysis / Covariance / Estimation of covariance matrices / Linear regression / Vector autoregression / Variance / Least squares / Statistics / Econometrics / Regression analysis

Learning Auto-regressive Models from Sequence and Non-sequence Data Jeff Schneider Robotics Institute Carnegie Mellon University

Add to Reading List

Source URL: www.cs.cmu.edu

Language: English - Date: 2012-01-12 12:56:42
40Matrices / Statistical theory / Numerical linear algebra / Maximum likelihood / Multivariate normal distribution / Covariance matrix / Cholesky decomposition / Generalized least squares / Fisher information / Statistics / Estimation theory / Regression analysis

Penalized least squares versus generalized least squares representations of linear mixed models Douglas Bates Department of Statistics University of Wisconsin – Madison June 20, 2014

Add to Reading List

Source URL: cran.r-project.org

Language: English - Date: 2014-07-19 13:51:41
UPDATE