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Normal matrix
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171	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation Author(s): Donald W. K. Andrews Reviewed work(s): Source: Econometrica, Vol. 59, No. 3 (May, 1991), pp[removed]Published by: The Econometric Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 22:25:17 Signal processing Kernel density estimation Kernel Normal distribution Estimation of covariance matrices Variance Statistics Non-parametric statistics Estimation theory
172	Lessons mapped to IB Diploma Mathematics Standard Level Click the links below to go straight to the relevant MyiMaths lessons for each topic (you must be logged in). Please email [removed] if you have any questio Add to Reading List Source URL: fdslive.oup.com Language: English - Date: 2014-02-25 04:30:08 Calculus Normal distribution Polynomial Trigonometric functions Vector space Matrix Generalized trigonometry Mathematics education in Australia Algebra Mathematics Trigonometry
173	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
174	Ocean Dynamics[removed]: 561–569 DOI[removed]s10236[removed]Jeﬀrey D. Kepert On ensemble representation of the observation-error covariance Add to Reading List Source URL: cawcr.gov.au Language: English - Date: 2009-12-02 21:50:20 Matrix theory Estimation theory Linear filters Control theory Ensemble Kalman filter Kalman filter Data assimilation Multivariate normal distribution Covariance Algebra Mathematics Linear algebra
175	Multi-Task Learning of System Dynamics with Maximum Information Gain Jose F. Zubizarreta-Rodriguez and Fabio Ramos Australian Centre for Field Robotics, School of Information Technologies The University of Sydney, Austra Add to Reading List Source URL: www-personal.acfr.usyd.edu.au Language: English - Date: 2015-01-05 23:35:42 Exponentials Gaussian function Supervised learning Normal distribution Kriging Regression analysis Gaussian process Covariance matrix Control theory Statistics Data analysis Interpolation
176	This is page 365 Printer: Opaque this Chapter 15 Cluster-Weighted Modeling: Probabilistic Time Series Prediction, Characterization Add to Reading List Source URL: cba.mit.edu Language: English - Date: 2011-12-13 18:32:02 Estimation theory Regression analysis Statistical theory Cluster-weighted modeling Expectation–maximization algorithm Gaussian function Normal distribution Covariance matrix Generalized linear model Statistics Multivariate statistics Data analysis
177	Continuous Occupancy Mapping with Integral Kernels Add to Reading List Source URL: www-personal.acfr.usyd.edu.au Language: English - Date: 2015-01-05 23:35:41 Stochastic processes Exponentials Gaussian process Occupancy grid mapping Normal distribution Variance Kriging Covariance matrix Gaussian quadrature Statistics Data analysis Gaussian function
178	Non-stationary dependent Gaussian processes for data fusion in large-scale terrain modeling Shrihari Vasudevan, Fabio Ramos, Eric Nettleton and Hugh Durrant-Whyte Australian Centre for Field Robotics, University of Sydne Add to Reading List Source URL: www-personal.acfr.usyd.edu.au Language: English - Date: 2015-01-05 23:35:42 Covariance and correlation Gaussian process Normal distribution Covariance function Data fusion Kriging Covariance matrix Artificial neural network Gaussian function Statistics Data analysis Geostatistics
179	Ocean Dynamics[removed]: 561–569 DOI[removed]s10236[removed]Jeﬀrey D. Kepert On ensemble representation of the observation-error covariance Add to Reading List Source URL: www.cawcr.gov.au Language: English - Date: 2009-12-02 21:50:20 Matrix theory Estimation theory Linear filters Control theory Ensemble Kalman filter Kalman filter Data assimilation Multivariate normal distribution Covariance Algebra Mathematics Linear algebra
180	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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