Results 191 to 200 of about 547,601 (228)
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DOA estimation using modified covariance matrix

2012 Loughborough Antennas & Propagation Conference (LAPC), 2012
This work proposes a new method to estimate direction-of-arrival (DOA) for directional antenna arrays. An obvious modification in the proposed method is the inclusion of changes of array gain in matrix calculation. This method is proposed in order to suit the characteristic of directional antenna array.
Rahmat Sanudin   +2 more
openaire   +1 more source

Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes

Econometrica, 1992
This note presents a simple consistency proof for general kernel-based covariance estimators, requiring the existence of only slightly more than second moments. Covariance stationarity is not required. Instead, the data are assumed to satisfy either an \(\alpha\)-mixing or a \(\phi\)-mixing condition.
openaire   +2 more sources

Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data

Review of Economics and Statistics, 1998
J. Driscoll, Aart C. Kraay
semanticscholar   +1 more source

Covariance Matrix Estimation in Linear Models

Journal of the American Statistical Association, 1970
Abstract In regression analysis with heteroscedastic and/or correlated errors, the usual assumption is that the covariance matrix σ of the errors is completely specified, except perhaps for a scalar multiplier. This condition is relaxed in this paper by assuming only that σ has a certain pattern; for example, that σ is diagonal or partitionable into a ...
openaire   +1 more source

Equivariant estimators of the covariance matrix

Canadian Journal of Statistics, 1990
AbstractGiven a Wishart matrix S [S ∽ Wp(n, Σ)] and an independent multinomial vector X [X ∽ Np (μ, Σ)], equivariant estimators of Σ are proposed. These estimators dominate the best multiple of S and the Stein‐type truncated estimators.
openaire   +1 more source

Covariance Matrix Estimation in High Dimensions

2013
Statistical structures start with covariance matrices. In practice, we must estimate the covariance matrix from the big data. One may think this chapter should be more basic than Chaps. 7 and 8—thus should be treated earlier chapters. Recent work on compressed sensing and low-rank matrix recovery supports the idea that sparsity can be exploited for ...
Robert Qiu, Michael Wicks
openaire   +1 more source

Covariance Matrix Estimation

1999
Matthew J. Cushing, Mary G. McGarvey
openaire   +1 more source

The biofilm matrix: multitasking in a shared space

Nature Reviews Microbiology, 2022
Hans-Curt Flemming   +2 more
exaly  

Robust Covariance Matrix Estimation using Random Matrix Theory

Proceedings of the 6th Joint International Conference on Data Science & Management of Data (10th ACM IKDD CODS and 28th COMAD), 2023
Samruddhi Deshmukh   +2 more
openaire   +1 more source

Cell–extracellular matrix mechanotransduction in 3D

Nature Reviews Molecular Cell Biology, 2023
Aashrith Saraswathibhatla   +2 more
exaly  

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