Results 21 to 30 of about 489,537 (279)
Beyond the Valley of the Covariance Function
Statistical 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
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Random regression analyses using B-spline functions to model growth of Nellore cattle
Animal, 2012 The objective of this study was to estimate (co)variance components using random regression on B-spline functions to weight records obtained from birth to adulthood.
A.A. Boligon +4 more
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Animal, 2018 The objective was to estimate (co)variance functions using random regression models (RRM) with Legendre polynomials, B-spline function and multi-trait models aimed at evaluating genetic parameters of growth traits in meat-type quail.
L.F.M. Mota +5 more
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Bivariate covariance functions of Pólya type
Journal 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
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On the Nonparametric Estimation of Covariance Functions
The Annals of Statistics, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hall, Peter +2 more
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Cross-Covariance Functions for Multivariate Geostatistics
, 2015 Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians.
Genton, Marc G., Kleiber, William
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Comparison and anti-concentration bounds for maxima of Gaussian random vectors [PDF]
, 2012 Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical process and ...
Chernozhukov, Victor +2 more
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Selecting the derivative of a functional covariate in scalar-on-function regression
Statistics and Computing, 2022 This paper presents tests to formally choose between regression models using different derivatives of a functional covariate in scalar-on-function regression. We demonstrate that for linear regression, models using different derivatives can be nested within a model that includes point-impact effects at the end-points of the observed functions ...
Giles Hooker, Han Lin Shang
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Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model [PDF]
, 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
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Conformal covariant correlation functions
Nuclear Physics B, 1972 The general constraints of “full conformal symmetry”, on n-point correlation functions are discussed. An identity for the three-point correlation function is derived from conformal symmetry, which allows to derive an integral representation for any “irreducible” conformal graph.
S.FERRARA, G.PARISI
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