Results 31 to 40 of about 12,807,756 (320)

Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model [PDF]

open access: yes, 2015
Functional data, with basic observational units being functions (e.g., curves, surfaces) varying over a continuum, are frequently encountered in various applications.
Choi, Taeryon   +3 more
core   +2 more sources

Beyond the Valley of the Covariance Function

open access: yesStatistical Science, 2015
Published at http://dx.doi.org/10.1214/15-STS515 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Simpson, Daniel   +2 more
openaire   +5 more sources

Estimação de componentes de co-variância para pesos corporais do nascimento aos 365 dias de idade de bovinos Guzerá empregando-se modelos de regressão aleatória Estimates of covariance components for body weights from birth to 365 days of age in Guzera cattle, using random regression models

open access: yesRevista Brasileira de Zootecnia, 2009
Um total de 19.770 pesos corporais de bovinos Guzerá, do nascimento aos 365 dias de idade, pertencentes ao banco de dados da Associação Brasileira dos Criadores de Zebu (ABCZ) foi analisado com os objetivos de comparar diferentes estruturas de variâncias
Luciele Cristina Pelicioni   +2 more
doaj   +1 more source

Bivariate covariance functions of Pólya type

open access: yesJournal of Multivariate Analysis, 2023
We provide sufficient conditions of Pólya type which guarantee the positive definiteness of a $2\times 2$-matrix-valued function in $\mathbb{R}$ and $\mathbb{R}^3$. Several bivariate covariance models have been proposed in literature, where all components of the covariance matrix are of the same parametric family, such as the bivariate Matérn model ...
Olga Moreva, Martin Schlather
openaire   +2 more sources

Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem

open access: yes, 2018
We consider the problem of estimating the covariance function of an isotropic Gaussian stochastic field on the unit sphere using a single observation at each point of the discretized sphere.
N. Leonenko, M. Taqqu, G. Terdik
semanticscholar   +1 more source

Characteristic Polynomials of Sample Covariance Matrices: The Non-Square Case [PDF]

open access: yes, 2009
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity.
A. Borodin   +23 more
core   +3 more sources

On the Nonparametric Estimation of Covariance Functions

open access: yesThe Annals of Statistics, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hall, Peter   +2 more
openaire   +3 more sources

Least Squares Collocation Alternative to Helmert’s Transformation with Hausbrandt’s Post – Transformation Correction

open access: yesReports on Geodesy and Geoinformatics, 2015
The paper presents a least squares collocation - based alternative to Helmert’s transformation with Hausbrandt’s post – transformation correction. The least squares collocation is used as an exact predictor i.e.
Ligas Marcin, Banasik Piotr
doaj   +1 more source

The application of the covariance method analysing the digital images of land surface / Žemės dangos pokyčių nustatymas atliekant fotografinių vaizdų palyginimą kovariacijos metodu /

open access: yesGeodesy and Cartography, 2011
Accuracy issues of identification possibilities and analyzing digital images of land surface are examined using a covariance method. Digital images received using remote access methods are treated by the computer programes developed in the Matlab 7 ...
Jurgita Milieškaitė
doaj   +1 more source

An unbiased estimator for the ellipticity from image moments [PDF]

open access: yes, 2017
An unbiased estimator for the ellipticity of an object in a noisy image is given in terms of the image moments. Three assumptions are made: i) the pixel noise is normally distributed, although with arbitrary covariance matrix, ii) the image moments are ...
Tessore, Nicolas
core   +2 more sources

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