Results 31 to 40 of about 1,082,135 (333)
Covariance-on-covariance regression
ABSTRACT A covariance-on-covariance regression model is introduced in this manuscript. It is assumed that there exists (at least) a pair of linear projections on outcome covariance matrices and predictor covariance matrices such that a log-linear model links the variances in the projection spaces, as well as additional covariates of ...
Yi Zhao, Yize Zhao
openaire +2 more sources
A Robust Statistics Approach to Minimum Variance Portfolio Optimization [PDF]
We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset returns.
Couillet, Romain +2 more
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Local Matrix Feature-Based Kernel Joint Sparse Representation for Hyperspectral Image Classification
Hyperspectral image (HSI) classification is one of the hot research topics in the field of remote sensing. The performance of HSI classification greatly depends on the effectiveness of feature learning or feature design. Traditional vector-based spectral–
Xiang Chen +3 more
doaj +1 more source
We introduce new definitions of states and of representations of covariance systems. The GNS-construction is generalized to this context. It associates a representation with each state of the covariance system.
Bargmann V +17 more
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The calibration of GPS receivers applying the calibration bases
Till now there are no written standards and other legal documents for the calibration of GPS receivers. Self-calibration procedures are used for calibration of some types of instrument.
Jonas Skeivalas, Raimundas Putrimas
doaj +1 more source
Covariance of WDVV equations [PDF]
The (generalized) WDVV equations for the prepotentials in $2d$ topological and $4,5d$ Seiberg-Witten models are covariant with respect to non-linear transformations, described in terms of solutions of associated linear problem.
Mironov, A., Morozov, A.
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When the computational point is approaching the poles, the variance and covariance formulae of the disturbing gravity gradient tensors tend to be infinite, and this is a singular problem.
Liu Xiaogang +3 more
doaj +1 more source
Bispectrum Supersample Covariance
Modes with wavelengths larger than the survey window can have significant impact on the covariance within the survey window. The supersample covariance has been recognized as an important source of covariance for the power spectrum on small scales, and ...
Chan, Kwan Chuen +2 more
core +1 more source
Knowledge-aided bayesian detection in heterogeneous environments [PDF]
We address the problem of detecting a signal of interest in the presence of noise with unknown covariance matrix, using a set of training samples. We consider a situation where the environment is not homogeneous, i.e., when the covariance matrices of the
Jean-yves Tourneret +4 more
core +2 more sources
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to ...
Eric C.K. Cheung +2 more
doaj +1 more source

