Multivariate normal distribution

Results: 697



#Item
551Poisson processes / Normal distribution / Gaussian process / Poisson distribution / Gaussian function / Multivariate normal distribution / Markov chain / Siméon Denis Poisson / Poisson random measure / Statistics / Stochastic processes / Markov processes

ISSN[removed]A class of multivariate marked Poisson processes to model asset returns Petar Jevtic

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Source URL: www.carloalberto.org

Language: English - Date: 2014-05-07 09:28:06
552Multivariate statistics / Kalman filter / Multivariate normal distribution / Vector autoregression / Statistics / Econometrics / Normal distribution

SEM modeling with singular moment matrices - Part I: ML-Estimation of time series

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:38
553Control theory / Estimation theory / Data analysis / Normal distribution / Independence / Filtering problem / Multivariate normal distribution / Standard deviation / Kalman filter / Statistics / Stochastic differential equations / Probability theory

Conditional Gauss-Hermite Filtering with Application to Volatility Estimation

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:38
554Statistical dependence / Data analysis / Regression analysis / Correlation and dependence / Multivariate normal distribution / Variance / Normal distribution / Linear regression / Independence / Statistics / Probability theory / Econometrics

The Asymmetry between Backwards and Forwards Regression Malcolm R. Forster, October 15, 2000 Suppose that the true structural equation is Y = X + U, where U is n(0,1), X is n(0,1), and X and U are independent. Now let µ

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Source URL: philosophy.wisc.edu

Language: English - Date: 2011-09-15 11:57:01
555Gaussian quadrature / Gauss–Hermite quadrature / Multivariate normal distribution / Gauss–Laguerre quadrature / Normal distribution / Integral / Numerical integration / Mathematical analysis / Mathematics

A note on multivariate Gauss-Hermite quadrature Peter J¨ackel∗ 16th May[removed]

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2005-05-16 17:13:47
556Statistical models / Educational psychology / Factor analysis / Market research / Latent variable / Principal component analysis / Normal distribution / Economic model / Data analysis / Statistics / Psychometrics / Multivariate statistics

SACRAMENTO STATISTICAL ASSOCIATION A local chapter of the American Statistical Association PROGRAM

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Source URL: www.amstat.org

Language: English - Date: 2006-03-09 13:09:04
557Covariance and correlation / Summary statistics / Multivariate statistics / Vector autoregression / Variance decomposition / Variance / Covariance matrix / Normal distribution / Covariance / Statistics / Econometrics / Data analysis

HOUSEHOLD, INCOME AND LABOUR DYNAMICS IN AUSTRALIA (HILDA) SURVEY

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2010-06-16 03:04:17
558Normal distribution / Multivariate statistics / Actuarial science / Multivariate normal distribution / Copula / Moment / Skewness / Elliptical distribution / Joint probability distribution / Statistics / Mathematical analysis / Probability theory

Microsoft Word - cover_page.docx

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Source URL: www.efm.bris.ac.uk

Language: English - Date: 2012-02-17 10:07:06
559Probability theory / Algebra of random variables / Covariance / Variance / Multivariate normal distribution / Statistics / Data analysis / Covariance and correlation

Practice Problems (Lecture 1)

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Source URL: www.amstat.org

Language: English - Date: 2014-04-01 20:00:19
560Matrices / Multivariate statistics / Data analysis / Multivariate normal distribution / Multivariate random variable / Covariance / Normal distribution / Positive-definite matrix / Complex normal distribution / Statistics / Covariance and correlation / Algebra of random variables

i i “Tsay-Driver-1” — [removed] — 12:04 — page 1 — #1 i

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Source URL: media.wiley.com

Language: English - Date: 2013-10-28 07:19:06
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