Results 261 to 270 of about 402,138 (284)
Some of the next articles are maybe not open access.
Covariance matrix estimation for left-censored data
Computational Statistics & Data Analysis, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Maiju Pesonen +2 more
openaire +1 more source
An Estimator of Normal Covariance Matrix
Calcutta Statistical Association Bulletin, 1980Solliah (1964), by considering the group of lower triangular matrices, suggested an estimator of the normal covariance matrix Σ when the mean vector is known and the loss function is tr [Formula: see text] His estimator besides being minimax is better than the MLB of Σ.
openaire +1 more source
Covariance Matrix Estimation Via Network Structure
SSRN Electronic Journal, 2016In this article, we employ a regression formulation to estimate the high dimensional covariance matrix for a given network structure. Using prior information contained in the network relationships, we model the covariance as a polynomial function of the symmetric adjacency matrix.
Wei Lan +3 more
openaire +1 more source
Structured covariance matrix estimation: a parametric approach
2000 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.00CH37100), 2002The problem of estimating a positive semi-definite Toeplitz covariance matrix consisting of a low rank matrix plus a scaled identity from noisy data arises in many applications. We propose a computationally attractive (noniterative) covariance matrix estimator with certain optimality properties.
Magnus Jansson, Björn E. Ottersten
openaire +1 more source
On the Estimation of Polychoric Correlations and their Asymptotic Covariance Matrix
Psychometrika, 1994A general theory for parametric inference in contingency tables is outlined. Estimation of polychoric correlations is seen as a special case of this theory. The asymptotic covariance matrix of the estimated polychoric correlations is derived for the case when the thresholds are estimated from the univariate marginals and the polychoric correlations are
openaire +2 more sources
DoA Estimation Using Neural Network-Based Covariance Matrix Reconstruction
IEEE Signal Processing Letters, 2021Andreas Barthelme, Wolfgang Utschick
exaly
Augmented Covariance Matrix Reconstruction for DOA Estimation Using Difference Coarray
IEEE Transactions on Signal Processing, 2021Zhi Zheng +2 more
exaly
Covariance Matrix Estimation Under Low-Rank Factor Model With Nonnegative Correlations
IEEE Transactions on Signal Processing, 2022Rui Zhou, Jiaxi Ying, Daniel P Palomar
exaly
Least Squares Estimation When the Covariance Matrix and Parameter Vector are Functionally Related
Journal of the American Statistical Association, 1980W A Fuller
exaly +2 more sources