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Covariance Parameter Estimation
2019This chapter reviews fundamental ideas from linear model theory for dealing with dependent or heteroscedastic data when the nature of the dependence or heteroscedasticity is known. It then introduces general ideas for estimating dependence or heteroscedasticity when their exact natures are unknown.
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Journal of Asset Management, 2011
This article investigates the estimation risk in covariance. Although previous research has shown that the covariance can be estimated accurately by assuming independently and identically distributed normal returns, time-varying volatility and non-normality can lead to imprecise covariance estimates, which can cause economic loss to a mean variance ...
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This article investigates the estimation risk in covariance. Although previous research has shown that the covariance can be estimated accurately by assuming independently and identically distributed normal returns, time-varying volatility and non-normality can lead to imprecise covariance estimates, which can cause economic loss to a mean variance ...
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Covariances in Multiplicative Estimates
Transactions of the American Fisheries Society, 1999Abstract Multiplicative estimators, in which a quantity is calculated as the product of two or more estimated factors, are relatively common in fisheries work. Creel surveys and stock assessment data are two obvious examples. If the same multiplicative factor is used in several estimates, or if there is covariance between multiplicative factors, then ...
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Covariance Matrix Estimation in Complex Surveys
The Egyptian Statistical Journal, 1989Summary: An estimator of the asymptotic covariance matrix of the vector of second- order sample moments under cluster sampling design is derived by the Taylor expansion method. The form of the estimator under stratified cluster sampling design is obtained as well.
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Jun J Mao,, Msce +2 more
exaly
Data-Driven Covariance Estimation
2022 IEEE International Symposium on Phased Array Systems & Technology (PAST), 2022John T. Rogers +2 more
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Multidisciplinary standards of care and recent progress in pancreatic ductal adenocarcinoma
Ca-A Cancer Journal for Clinicians, 2020Aaron J Grossberg +2 more
exaly