Results 151 to 160 of about 55,665 (307)
Testing of a Structures Covariance Matrix for Three-Level Repeated Measures Data. [PDF]
This paper considers the problem of estimating, and testing for, a Kronecker product covariance structure of three-level (multiple time points (p), multiple sites (u), and multiple response variables (q)) multivariate data.
Ricardo Leiva, Anuradha Roy
core
We present a method to quantify the convergence rate of the fast estimators of the covariance matrices in the large-scale structure analysis. Our method is based on the Kullback–Leibler (KL) divergence, which describes the relative entropy of two ...
Zhigang Li +3 more
doaj +1 more source
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Honey, I shrunk the sample covariance matrix [PDF]
The central message of this paper is that nobody should be using the sample covariance matrix for the purpose of portfolio optimization. It contains estimation error of the kind most likely to perturb a mean-variance optimizer.
Michael Wolf, Olivier Ledoit
core
Covariance matrices for experimental stimuli.
Covariance matrices for experimental stimuli.
Christian E. Stilp (334561) +1 more
core +1 more source
ABSTRACT Past growth in the global organic market has been concentrated in high‐income countries, while in middle‐income countries such as Serbia the organic market remains nascent and characterized by a sparse assortment of organic products, high retail premia and limited evidence on consumer preferences and their drivers.
Milan Tatic +3 more
wiley +1 more source
Combining partially overlapping covariance / relationship matrices
Combine partial covariance matrices using a Wishart-EM algorithm. Methods, described in the November 2019 article , can be used to combine partially overlapping covariance matrices from independent trials, partially overlapping multi-view ...
Julio Isidro-Sanchez (4892059) +1 more
core +1 more source
A sequential deep learning framework is developed to model surface roughness progression in multi‐stage microneedle fabrication. Using real‐world experimental data from 3D printing, molding, and casting stages, an long short‐term memory‐based recurrent neural network captures the cumulative influence of geometric parameters and intermediate outputs ...
Abdollah Ahmadpour +5 more
wiley +1 more source
Eigenvalue variance bounds for covariance matrices
This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum.
Dallaporta, Sandrine
core +2 more sources
Improving Covariance Matrices Derived from Tiny Training Datasets for the Classification of Event-Related Potentials with Linear Discriminant Analysis. [PDF]
Sosulski J, Kemmer JP, Tangermann M.
europepmc +1 more source

