Results 271 to 280 of about 12,807,756 (320)

ON THE CHOICE OF THE LOSS FUNCTION IN COVARIANCE ESTIMATION

Statistics & Risk Modeling, 1990
Summary: In a generalized linear model, under certain conditions, the covariance matrices of a two-stage Aitken estimator and the Gauss-Markov estimator are related via Kariya's inequality of the form \[ Cov({\hat \beta}(\Omega))\leq Cov({\hat \beta}({\hat \Omega}))\leq \epsilon_{\gamma}[{\mathfrak L}(\gamma,{\hat \gamma})]Cov({\hat \beta}(\Omega)), \]
openaire   +2 more sources

Covariance Function: Spherical Wave

Field Guide to Atmospheric Optics, Second Edition, 2019
L. Andrews
semanticscholar   +1 more source

A class of covariate-dependent spatiotemporal covariance functions.

The annals of applied statistics
In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in the correlation structure.
Brian J, Reich, Jo, Eidsvik, Michele, Guindani, Amy J, Nail, Alexandra M, Schmidt   +4 more
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Covariant Hyperelliptic Functions of Genus Two

Theoretical and Mathematical Physics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Dynamic Time Warping based covariance function for Gaussian Processes signature identification

Computational Geosciences, 2016
Katherine L. Silversides, A. Melkumyan
semanticscholar   +1 more source

Modeling nonstationary covariance function with convolution on sphere

Computational Statistics & Data Analysis, 2016
Yang Li, Zhengyuan Zhu
semanticscholar   +1 more source

Performance analysis of the covariance subtraction method for relative transfer function estimation and comparison to the covariance whitening method

IEEE International Conference on Acoustics, Speech, and Signal Processing, 2015
S. M. Golan, S. Gannot
semanticscholar   +1 more source

Nonparametric Estimation of Spatial and Space-Time Covariance Function

, 2013
Inkyung Choi, Bo Li, Xiao Wang
semanticscholar   +1 more source

Using surrogates and optimal transport for synthesis of stationary multivariate series with prescribed covariance function and non-gaussian joint-distribution

IEEE International Conference on Acoustics, Speech, and Signal Processing, 2012
P. Borgnat, P. Abry, P. Flandrin
semanticscholar   +1 more source

A well-conditioned estimator for large-dimensional covariance matrices

, 2004
Olivier Ledoit, Michael Wolf
semanticscholar   +1 more source