Estimation of covariance matrices

Results: 56



#Item
41Estimator / M-estimator / Adaptive estimator / Estimation of covariance matrices / Statistics / Estimation theory / Normal distribution

Package ‘ezsim’ July 2, 2014 Type Package Title provide an easy to use framework to conduct simulation Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 11:48:19
42Regression analysis / Data analysis / Matrices / Covariance matrix / Propagation of uncertainty / Covariance / Accuracy and precision / Precision / Digital elevation model / Statistics / Covariance and correlation / Algebra of random variables

Autonomous Geometric Precision Error Estimation in Low-Level Computer Vision Tasks Andr´ es Corrada-Emmanuel [removed]

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Source URL: www.machinelearning.org

Language: English - Date: 2008-05-22 03:19:26
43Multivariate normal distribution / Generalized least squares / Maximum likelihood / Cholesky decomposition / Normal distribution / Covariance / Smoothing spline / Linear regression / B-spline / Statistics / Regression analysis / Estimation theory

Estimation of Large Covariance Matrices of Longitudinal Data with Basis Function Approximations Jianhua Z. Huang, Linxu Liu and Naiping Liu ∗

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Source URL: www.stat.tamu.edu

Language: English - Date: 2006-07-10 10:26:41
44Covariance and correlation / Summary statistics / Matrices / Estimation of covariance matrices / Covariance matrix / Linear regression / Normal distribution / Multivariate normal distribution / Maximum likelihood / Statistics / Data analysis / Estimation theory

Estimating Sparse Precision Matrices from Data with Missing Values Mladen Kolar [removed] Eric P. Xing [removed]

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Source URL: icml.cc

Language: English - Date: 2012-06-07 13:19:48
45Data analysis / Algebra of random variables / Probability theory / Multivariate normal distribution / Estimation of covariance matrices / Normal distribution / Tikhonov regularization / Covariance / Least squares / Statistics / Estimation theory / Covariance and correlation

1 Covariance selection and estimation via penalised normal likelihood By JIANHUA Z. HUANG Department of Statistics, Texas A & M University,

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Source URL: www.stat.tamu.edu

Language: English - Date: 2005-10-28 19:38:35
46Covariance and correlation / Data analysis / Summary statistics / Maximum likelihood / Robust statistics / Estimation of covariance matrices / M-estimator / Estimator / Multivariate normal distribution / Statistics / Estimation theory / Statistical theory

Journal of Multivariate Analysis 78, 1136[removed]doi:[removed]jmva[removed], available online at http:www.idealibrary.com on Highly Robust Estimation of Dispersion Matrices Yanyuan Ma and Marc G. Genton Massachusetts

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:20
47Data analysis / Multivariate normal distribution / Multivariate random variable / Covariance matrix / Variance / Elliptical distribution / Chi-squared distribution / Errors and residuals in statistics / Estimation of covariance matrices / Statistics / Normal distribution / Probability theory

C ONTRIBUTED R ESEARCH A RTICLES 129 On Sampling from the Multivariate t Distribution

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Source URL: journal.r-project.org

Language: English - Date: 2014-01-10 18:20:02
48Matrices / Markov models / Multivariate statistics / Statistical classification / Maximum likelihood / Speech recognition / Covariance matrix / Matrix / Linear discriminant analysis / Statistics / Algebra / Estimation theory

JOURNAL OF IEEE TRANS. ACOUST., SPEECH, SIGNAL PROCESSING, JULY[removed]Minimum Phone Error Training of Precision Matrix Models

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Source URL: mi.eng.cam.ac.uk

Language: English - Date: 2007-10-10 11:13:25
49Summary statistics / Data analysis / Covariance matrix / Estimation of covariance matrices / Covariance / Multivariate normal distribution / Matrix / Estimation theory / Sample mean and sample covariance / Statistics / Covariance and correlation / Matrices

Covariance matrices with low-dimensional structures Estimation of Covariance Matrices with Low-Dimensional Structures Luo Xiao Johns Hopkins University

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Source URL: www.samsi.info

Language: English - Date: 2014-02-26 14:36:35
50Covariance / Estimation of covariance matrices / Autocovariance / Variance / Matrix / Statistics / Covariance and correlation / Covariance function

AWARDS & ANNOUNCEMENTS Dr. Han Xiao Second Order Inference for Nonstationary Time Series The proposed research is on second order inferences for causal nonstationary processes. While a causal stationary process can be

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Source URL: statistics.rutgers.edu

Language: English - Date: 2013-06-04 15:06:04
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