Results 271 to 280 of about 623,991 (302)

Extremal Covariance Matrices

2018
The tail dependence coefficient (TDC) is a natural tool to describe extremal dependence. Estimation of the tail dependence coefficient can be performed via empirical process theory. In case of extremal independence, the limit degenerates and hence one cannot construct a test for extremal independence.
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Structural Analysis of Covariance and Correlation Matrices

Psychometrika, 1978
A general approach to the analysis of covariance structures is considered, in which the variances and covariances or correlations of the observed variables are directly expressed in terms of the parameters of interest. The statistical problems of identification, estimation and testing of such covariance or correlation structures are discussed.Several ...
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Analog Computation of Covariance Matrices

IEEE Transactions on Electronic Computers, 1961
T. W. Connolly, Kenneth S. Miller
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Structured covariance matrices

SEG Technical Program Expanded Abstracts 1987, 1987
John Parker Burg, Gary Mavko
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On The Characteristic Matrices of Covariant Systems

Physical Review, 1938
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Covariance Matrix Estimation and Classification With Limited Training Data

IEEE Transactions on Pattern Analysis and Machine Intelligence, 1996
D A Landgrebe
exaly  

Action Recognition From Video Using Feature Covariance Matrices

IEEE Transactions on Image Processing, 2013
Janusz Konrad, Prakash Ishwar
exaly  

Regularized Estimation of Large Covariance Matrices

Annals of Statistics, 2008
Elizaveta Levina, Peter J. Bickel
exaly  

Semi-Tied Covariance Matrices for Hidden Markov Models

IEEE Transactions on Speech and Audio Processing, 1999
M J F Gales
exaly  

A Novel Adaptive Kalman Filter With Inaccurate Process and Measurement Noise Covariance Matrices

IEEE Transactions on Automatic Control, 2018
Ning Li, Yulong Huang, Zhemin Wu
exaly