Results 101 to 110 of about 623,991 (302)

Distribution of the likelihood ratio statistic for testing homogeneity of covariance matrices of completely symmetric Gaussian models [PDF]

, 2004
In this article the distribution of the likelihood ratio test statistic for testing equality of covariance matrices of completely symmetric Gaussian models has been derived in beta series.
Tayal, Vpin, Armando Gómez, Liliam Cardeño, Vpin Tayal, Gómez, Armando, Cardeño, Liliam, Gómez Romero, Armando   +6 more
core   +1 more source

Photoluminescence Reshaping via Structural Confinement and Local Density of Optical States Control in Ir(III)‐Doped Biodegradable Metasurfaces

Advanced Materials Technologies, EarlyView.
Phosphorescent biodegradable metasurface showing vibronic selection and spectral photoluminescence narrowing. Anti‐correlation between experimental LDOS and measured lifetimes. ABSTRACT Metasurfaces incorporating phosphorescent emitters offer a route to engineer radiative and vibronic processes beyond chemical design.
Vincenzo Caligiuri, Andrea Smeriglio, Svetlana Siprova, Olga Favale, Francesca Leone, Roberto Termine, Debora Policastro, Alessandra Crispini, Attilio Golemme, Nicolas Godbert, Iolinda Aiello, Antonio De Luca   +11 more
wiley   +1 more source

On combining estimated and analytic covariance matrices

The Open Journal of Astrophysics
The statistical analysis of cosmological data often assumes a Gaussian sampling distribution and relies on covariance matrices estimated from simulations.
Alan Heavens, Lorne Whiteway, Elena Sellentin   +2 more
doaj   +1 more source

Prior for Structural Materials

EPJ Web of Conferences, 2012
The construction of a library containing prior cross sections and related covariance matrices for nine frequently measured reaction channels of 276 structural materials from 1 to 150 MeV is presented.
Wildpaner V., Srdinko Th., Leeb H., Gundacker St., Neudecker D.   +4 more
doaj   +1 more source

Evaluating covariance matrix forecasts in a value-at-risk framework [PDF]

Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk management. A wide variety of models, ranging from matrices of simple summary measures to covariance matrices implied from option ...
Christian A. Walter, Jose A. Lopez
core  

Autonomous Reconfigurable Modular Conductive Hydrogels for Adaptive and Degradable Bioelectronic Interfaces

Advanced Materials Technologies, EarlyView.
Bridging rigid electrodes with soft, irregular tissues demands more than conductivity alone. Modular conductive hydrogels autonomously reconfigure into conformal electrode‐tissue interfaces, coupling mixed ionic‐electronic conduction with tissue‐like mechanics, self‐healing, and degradability.
Matthew K. Burgess, Zofia B. Wolny, Zekun Liu, Karolina Cysewska, Malavika Nair   +4 more
wiley   +1 more source

Unconstrained Metropolis–Hastings Sampling of Covariance Matrices

Journal of Probability and Statistics
Markov chain Monte Carlo (MCMC), the predominant algorithm for fitting hierarchal models to data in a Bayesian setting, relies on the ability to sample from the full conditional distributions of unobserved parameters.
Daniel Turek
doaj   +1 more source

Use of random integration to test equality of high dimensional covariance matrices. [PDF]

Stat Sin, 2023
Jiang Y, Wen C, Jiang Y, Wang X, Zhang H.   +4 more
europepmc   +1 more source

Circulant matrices on global data analysis [PDF]

, 2017
In this thesis, we investigate the unbiasedness of the commonly used covariance and variogram estimators when the underlying process is assumed to be stationary on the circle or axially symmetric on the sphere. We represent both estimators as a quadratic
Adaramola, Bukola O., NC DOCKS at The University of North Carolina at Greensboro   +1 more
core  

Universal correlations and power-law tails in financial covariance matrices [PDF]

, 2010
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions.
Akemann, G, Fischmann, J, Vivo, Pierpaolo, Vivo, P, Akemann, Gernot, Fischmann, Jonit   +5 more
core   +1 more source