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Multivariate analysis of covariance
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#	Item
81	Kernel Measures of Independence for non-iid Data∗ Le Song† School of Computer Science Carnegie Mellon University, Pittsburgh, USA [removed] Add to Reading List Source URL: users.cecs.anu.edu.au Language: English - Date: 2009-06-21 14:46:49 Multivariate statistics Statistical dependence Estimation theory Expectation–maximization algorithm Missing data Covariance Mutual information Convolution Principal component analysis Statistics Mathematical analysis Covariance and correlation
82	Heterogeneity and cross-country spillovers in macroeconomic-•nancial linkages Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-03-20 12:08:00 Probability theory Algebra of random variables Time series analysis Vector autoregression Variance Gibbs sampling Covariance Normal Degrees of freedom Statistics Econometrics Multivariate statistics
83	SUPPLEMENTAL MATERIAL FOR HUNT AND CARRANO[removed]PALEONTOLOGICAL SOCIETY SHORTCOURSE Likelihood Inference for Evolutionary Models Likelihood is defined as the probability of obtaining the observed data, given a specifie Add to Reading List Source URL: paleosoc.org Language: English - Date: 2010-12-19 20:49:46 Covariance and correlation Matrices Summary statistics Covariance matrix Phylogenetic comparative methods Variance Multivariate normal distribution Normal distribution Maximum likelihood Statistics Data analysis Phylogenetics
84	Fast and Exact Simulation of Large Gaussian Lattice Systems in 2: Exploring the Limits ˇ c´ıkov´ Tilmann Gneiting, Hana Sevˇ a, Donald B. Percival, Add to Reading List Source URL: www.stat.washington.edu Language: English - Date: 2005-04-04 14:39:18 Matrices Algebra of random variables Data analysis Normal distribution Covariance function Covariance Circulant matrix Multivariate normal distribution Multivariate random variable Statistics Covariance and correlation Geostatistics
85	Ann Inst Stat Math[removed]:211–227 DOI[removed]s10463[removed]z An empirical estimator for the sparsity of a large covariance matrix under multivariate normal assumptions Add to Reading List Source URL: www.ism.ac.jp Language: English - Date: 2015-03-19 01:33:53 Estimation theory Statistical inference Econometrics Multivariate normal distribution Covariance matrix Covariance Estimator Variance Estimation of covariance matrices Statistics Data analysis Covariance and correlation
86	Evaluating “correlation breakdowns” during periods of market volatility Mico Loretan and William B English1 1. Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:17:04 Mathematical finance Parametric statistics Normal distribution Correlation and dependence Variance Volatility Multivariate normal distribution Covariance Linear regression Statistics Covariance and correlation Data analysis
87	Calculation of Entailed Rank Constraints in Partially Non-Linear and Cyclic Models Peter Spirtes Department of Philosophy Carnegie Mellon University Add to Reading List Source URL: www.hss.cmu.edu Language: English - Date: 2014-03-03 17:25:15 Data analysis Psychometrics Regression analysis Covariance Variance Correlation and dependence Matrix Factor analysis Normal distribution Statistics Covariance and correlation Multivariate statistics
88	The Annals of Statistics 2013, Vol. 41, No. 3, 1055–1084 DOI: AOS1014 © Institute of Mathematical Statistics, 2013 MINIMAX BOUNDS FOR SPARSE PCA WITH NOISY Add to Reading List Source URL: www.wisdom.weizmann.ac.il Language: English - Date: 2013-06-16 05:23:55 Singular value decomposition Data analysis Matrix theory Covariance and correlation Principal component analysis Eigenvalues and eigenvectors Eigendecomposition of a matrix Covariance matrix Multivariate normal distribution Algebra Statistics Linear algebra
89	Bayesian Joint Inversions for the Exploration of Earth Resources Alistair Reid1 , Simon O’Callaghan1 , Edwin Bonilla1 , Lachlan McCalman1 , Tim Rawling2 and Fabio Ramos3 1. NICTA, 2. University of Melbourne, 3. Univers Add to Reading List Source URL: www-personal.acfr.usyd.edu.au Language: English - Date: 2015-01-05 23:35:35 Covariance and correlation Data analysis Interpolation Kriging Multivariate interpolation Normal distribution Inverse problem Covariance matrix Inversive geometry Statistics Geology Geostatistics
90	Quantifying properties of hot and dense QCD matter through systematic model-to-data comparison Jonah E. Bernhard,1 Peter W. Marcy,2 Christopher E. Coleman-Smith,1 Snehalata Huzurbazar,3 Robert L. Wolpert,4 and Steffen A. Add to Reading List Source URL: arxiv.org Language: English - Date: 2015-02-02 20:38:09 Normal distribution Covariance matrix Multivariate normal distribution Mathematical model Parameter Standard deviation Random variable Statistics Data analysis Summary statistics

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