Results 261 to 270 of about 1,051,485 (290)

Covariance matrix estimation and classification with limited training data

IEEE Transactions on Pattern Analysis and Machine Intelligence, 1996
D A Landgrebe
exaly  

Generalized Covariance

Reviews of Modern Physics, 1965
openaire   +1 more source

Brownian distance covariance

Annals of Applied Statistics, 2009
Gabor J Szekely, Maria L Rizzo, Michael R Kosorok   +2 more
exaly  

Structural analysis of covariance and correlation matrices

Psychometrika, 1978
Karl G Jöreskog
exaly  

Regularized estimation of large covariance matrices

Annals of Statistics, 2008
Peter J Bickel, Elizaveta Levina
exaly  

Covariance regularization by thresholding

Annals of Statistics, 2008
Peter J Bickel, Elizaveta Levina
exaly  

COVARIANT DIFFERENTIATION

The Quarterly Journal of Mathematics, 1962
openaire   +2 more sources

Generalized Thresholding of Large Covariance Matrices

Journal of the American Statistical Association, 2009
Adam J Rothman, Elizaveta Levina, Ji Zhu   +2 more
exaly  

Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

Journal of Empirical Finance, 2003
Olivier Ledoit, Michael Wolf
exaly  

To Covary or Not to Covary: What is the Question?

Journal of Drug Issues, 1999
openaire   +1 more source