Results 1 to 10 of about 531,665 (271)
Intuitive covariation estimation [PDF]
Memory & Cognition, 1986 Six experiments concerned people's ability to estimate the degree and sign of covariation represented in a bivariate distribution of stimuli with which they had just been presented as a series of pairs of stimuli. The stimuli were pairs of numbers, pairs of lines of variable lengths, or word-line pairs.
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ETF Basket-Adjusted Covariance estimation
Journal of Econometrics, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Boudt, Kris +3 more
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Shrinkage Estimation of the Power Spectrum Covariance Matrix [PDF]
, 2008 We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation.
Adrian C. Pope +14 more
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Covariance Estimation: The GLM and Regularization Perspectives [PDF]
, 2011 Finding an unconstrained and statistically interpretable reparameterization of a covariance matrix is still an open problem in statistics. Its solution is of central importance in covariance estimation, particularly in the recent high-dimensional data ...
Pourahmadi, Mohsen
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Covariance-Aware Private Mean Estimation Without Private Covariance Estimation
, 2021 We present two sample-efficient differentially private mean estimators for $d$-dimensional (sub)Gaussian distributions with unknown covariance. Informally, given $n \gtrsim d/α^2$ samples from such a distribution with mean $μ$ and covariance $Σ$, our estimators output $\tildeμ$ such that $\| \tildeμ- μ\|_Σ \leq α$, where $\| \cdot \|_Σ$ is the ...
Brown, Gavin +4 more
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Knowledge-Aided Structured Covariance Matrix Estimator Applied for Radar Sensor Signal Detection
Sensors, 2019 This study deals with the problem of covariance matrix estimation for radar sensor signal detection applications with insufficient secondary data in non-Gaussian clutter. According to the Euclidean mean, the authors combined an available prior covariance
Naixin Kang, Zheran Shang, Qinglei Du
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The DOA Estimation Method for Low-Altitude Targets under the Background of Impulse Noise
Sensors, 2022 Due to the discontinuity of ocean waves and mountains, there are often multipath propagation effects and obvious pulse characteristics in low-altitude detection.
Bin Lin +4 more
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Entropy, 2019 This paper discusses the effects of introducing nonlinear interactions and noise-filtering to the covariance matrix used in Markowitz’s portfolio allocation model, evaluating the technique’s performances for daily data from seven financial ...
Yaohao Peng +3 more
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Variational Bayes for Regime-Switching Log-Normal Models
Entropy, 2014 The power of projection using divergence functions is a major theme in information geometry. One version of this is the variational Bayes (VB) method. This paper looks at VB in the context of other projection-based methods in information geometry.
Hui Zhao, Paul Marriott
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EURASIP Journal on Advances in Signal Processing, 2020 Due to the rapid development and wide application of compressed sensing and sparse reconstruction theory, there exists a series of sparsity-based methods for the antenna sensor array direction of arrival (DOA) estimation with excellent performance ...
Tao Chen, Lin Shi, Yongzhi Yu
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