1 MARCHSCHNEIDER 853

First Page		Document Content
Date: 2015-09-11 20:40:57 Statistics Regression analysis Estimation theory Multivariate statistics Covariance and correlation Matrices Covariance Linear regression Tikhonov regularization Sample mean and covariance Principal component analysis Principal component regression		1 MARCHSCHNEIDER 853 Add to Reading List Source URL: climate-dynamics.org Download Document from Source Website File Size: 215,70 KB Share Document on Facebook

	University of Zurich Department of Economics DocID: 1pVUB - View Document
	Ann Inst Stat Math:765–785 DOIs10463Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices Huiqin Li · Zhi Dong Bai · Jiang Hu DocID: 1pKXD - View Document
	This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOITKDE, IEEE Tr DocID: 1p82T - View Document
	More information on R functions arraymax: find the maximum value in an array and the associated dim names. Any NAs in the array are ignored. This function calls the function dnelement which the user must create (source DocID: 1p734 - View Document
	Introduction Testing Covariance Matrices Testing Bandedness Power Analysis Simulation DocID: 1nSc8 - View Document