Estimation of covariance matrices

Results: 56



#Item
51Likelihood function / Bayesian information criterion / Parameter / Likelihood / Expectation–maximization algorithm / Estimation of covariance matrices / Statistics / Estimation theory / Maximum likelihood

Journal of Mathematical Psychology[removed]–100 Tutorial Tutorial on maximum likelihood estimation In Jae Myung*

Add to Reading List

Source URL: people.physics.anu.edu.au

Language: English - Date: 2008-02-14 00:32:15
52Covariance / 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

Add to Reading List

Source URL: www.stat.rutgers.edu

Language: English - Date: 2013-06-04 15:06:04
53Covariance / 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

Add to Reading List

Source URL: stat.rutgers.edu

Language: English - Date: 2013-06-04 15:06:04
54Estimation theory / Multivariate normal distribution / Statistical inference / Maximum likelihood / Covariance matrix / Multivariate random variable / Estimation of covariance matrices / Wishart distribution / Statistics / Multivariate statistics / Normal distribution

Multivariate Log – Normal Distribution Tarmast, Ghasem Statistics Department,

Add to Reading List

Source URL: isi.cbs.nl

Language: English - Date: 2001-08-14 20:16:42
55Mixture model / Normal distribution / Maximum likelihood / Laplace distribution / Expectation–maximization algorithm / Probability distribution / Linear regression / Conjugate prior / Estimation of covariance matrices / Statistics / Estimation theory / Multivariate normal distribution

300 IEEE SIGNAL PROCESSING LETTERS, VOL. 13, NO. 5, MAY 2006

Add to Reading List

Source URL: eo.uit.no

Language: English - Date: 2011-03-03 05:05:16
56Covariance and correlation / Algebra of random variables / Matrix theory / Linear algebra / Matrices / Eigenvalues and eigenvectors / Covariance matrix / Covariance / Matrix / Algebra / Statistics / Mathematics

An introduction to G-estimation with sample covariance matrices Xavier Mestre [removed]

Add to Reading List

Source URL: perso.telecom-paristech.fr

Language: English - Date: 2012-07-12 09:26:55
UPDATE