Results 101 to 110 of about 296,448 (209)

Mathematical Genesis of the Spatio-Temporal Covariance Functions [PDF]

open access: yes
Obtaining new and flexible classes of nonseparable spatio-temporal covariances have resulted in a key point of research in the last years within the context of spatiotemporal Geostatistics.
Montero, JM   +2 more
core   +1 more source

Extended multimodal whole-brain anatomical covariance analysis: detection of disrupted correlation networks related to amyloid deposition. [PDF]

open access: yesHeliyon, 2019
Ye C   +9 more
europepmc   +1 more source

Random Covariance Heterogeneity in Discrete Choice Models [PDF]

open access: yes
The area of discrete choice modelling has developed rapidly in recent years. In particular, continuing refinements of the Generalised Extreme Value (GEV) model family have permitted the representation of increasingly complex patterns of substitution and ...
Stephane Hess, John Polak, Denis Bolduc
core  

Impact of sex and reproductive status on memory circuitry structure and function in early midlife using structural covariance analysis. [PDF]

open access: yesHum Brain Mapp, 2019
Seitz J   +9 more
europepmc   +1 more source

Hierarchical multivariate covariance analysis of metabolic connectivity. [PDF]

open access: yesJ Cereb Blood Flow Metab, 2014
Carbonell F   +5 more
europepmc   +1 more source

Classification efficiencies for robust linear discriminant analysis. [PDF]

open access: yes
Linear discriminant analysis is typically carried out using Fisher’s method. This method relies on the sample averages and covariance matrices computed from the different groups constituting the training sample.
Croux, Christophe   +2 more
core  

Structural covariance analysis for neurodegenerative and neuroinflammatory brain disorders. [PDF]

open access: yesBrain
Mongay-Ochoa N   +6 more
europepmc   +1 more source

Econometric Computing with HC and HAC Covariance Matrix Estimators [PDF]

open access: yes
Data described by econometric models typically contains autocorrelation and/or heteroskedasticity of unknown form and for inference in such models it is essential to use covariance matrix estimators that can consistently estimate the covariance of the ...
Achim Zeileis
core   +1 more source

On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models [PDF]

open access: yes
Optimal GMM is known to dominate Gaussian QMLE in terms of asymptotic efficiency (Chamberlain, 1984). I derive a new condition under which QMLE is as efficient as GMM for a general class of covariance structure models.
Artem Prokhorov
core  

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