Results 251 to 260 of about 914,999 (265)

Dynamics of cluster structure in financial correlation matrix

Chaos, Solitons and Fractals, 2017
Chun-Xiao Nie
exaly  

Covariance selection by thresholding the sample correlation matrix

Statistics and Probability Letters, 2013
Binyan Jiang
exaly  

On the Correlation Space of the Biproduct Coefficient Matrix Structure

IEEE Transactions on Communications, 2015
Norman Beaulieu, Yixing Zhang
exaly  

Computing a Nearest Correlation Matrix with Factor Structure

SIAM Journal on Matrix Analysis and Applications, 2010
Nicholas Higham, Marcos Raydan
exaly  

Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm

Journal of Statistical Computation and Simulation, 2008
Xuefeng Liu
exaly  

Toeplitz Approximation to Empirical Correlation Matrix of Asset Returns: A Signal Processing Perspective

IEEE Journal on Selected Topics in Signal Processing, 2012
Ali Akansu, Mustafa U Torun
exaly  

The bulk of the stock market correlation matrix is not pure noise

Physica A: Statistical Mechanics and Its Applications, 2006
Jaroslaw Kwapień, Stanislaw Drozdz
exaly  

An Efficient Local Correlation Matrix Decomposition Approach for the Localization Implementation of Ensemble‐Based Assimilation Methods

Journal of Geophysical Research D: Atmospheres, 2018
Hongqin Zhang, Xiangjun Tian
exaly  

THE STUDENT CORRELATION MATRIX

International Journal of Educational Research, 1986
openaire   +1 more source

Spatial correlation matrix estimation device, spatial correlation matrix estimation method, and spatial correlation matrix estimation program

2020
NAKATANI TOMOHIRO, ITO NOBUTAKA, HIGUCHI TAKUYA, ARAKI SHOKO, YOSHIOKA TAKUYA   +4 more
openaire   +1 more source