Evaluating covariance matrix forecasts in a value-at-risk framework [PDF]
Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk management. A wide variety of models, ranging from matrices of simple summary measures to covariance matrices implied from option ...
Christian A. Walter, Jose A. Lopez
core
Statistical notes for clinical researchers: analysis of covariance (ANCOVA) [PDF]
Restorative Dentistry & Endodontics, 2018 Hae-Young Kim
doaj +1 more source
A Variational Bayesian Constrained EKF for Sonar-Based Underwater Target Tracking in Shallow Water. [PDF]
Sensors (Basel)Zhou H +5 more
europepmc +1 more source
Quantifying cadherin mechanotransduction machinery assembly/disassembly dynamics using fluorescence covariance analysis. [PDF]
Sci Rep, 2016 Vedula P +6 more
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Beat Frequency Estimation in a Square He-Ne Ring Laser Gyroscope: Joint I/Q Channel Calibration and Kalman Filtering. [PDF]
Sensors (Basel)Shi L +7 more
europepmc +1 more source
Spatial covariance of mGluR5 density and structural degeneration in behavioral variant frontotemporal degeneration. [PDF]
Imaging Neurosci (Camb)Matyi MA +13 more
europepmc +1 more source
An Adaptive Estimation Method for Heterogeneous Group Targets with Uncertain Multiplicative and Additive Noises. [PDF]
Sensors (Basel)Liu Z, Jing W, Wang P, Gu W, Ma T.
europepmc +1 more source
Toeplitz-Hankel Structured Covariance Reconstruction for DOA Estimation of Coherent Sources with Coprime Arrays Under Nonuniform Noise. [PDF]
Sensors (Basel)Zhao H, Hu Y, Zhang Z, Zhang F.
europepmc +1 more source
Uncertainty Analysis of a Multi-Sensor Fusion Measurement Chain for Blade Collision Warning in Coaxial Twin-Rotor Helicopters. [PDF]
Sensors (Basel)Zheng W +5 more
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