Results 31 to 40 of about 108,134 (338)
Robust Portfolio Optimization Using Pseudodistances. [PDF]
PLoS ONE, 2015 The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios.
Aida Toma, Samuela Leoni-Aubin
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Performance of internal Covariance Estimators for Cosmic Shear Correlation Functions [PDF]
, 2015 Data re-sampling methods such as the delete-one jackknife are a common tool for estimating the covariance of large scale structure probes. In this paper we investigate the concepts of internal covariance estimation in the context of cosmic shear two ...
Eifler, T. F. +3 more
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Estimation of a covariance matrix with zeros [PDF]
Biometrika, 2007 25 ...
Chaudhuri, S. +2 more
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E-Jurnal Matematika, 2013 Principal Component Regression is a method to overcome multicollinearity techniques by combining principal component analysis with regression analysis.
I PUTU EKA IRAWAN +2 more
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The polynomial and the Poisson measurement error models: some further results on quasi score and corrected score estimation [PDF]
, 2005 The asymptotic covariance matrices of the corrected score, the quasi score, and the simple score estimators of a polynomial measurement error model have been derived in the literature.
Schneeweiß, Hans
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Statistica, 2018 The problem of estimating the mean matrix of a matrix-variate normal distribution with a covariance matrix is considered under two loss functions. We construct a class of empirical Bayes estimators which are better than the maximum likelihood estimator ...
Shokofeh Zinodiny +2 more
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Sparse Covariance Matrix Estimation With Eigenvalue Constraints [PDF]
Journal of Computational and Graphical Statistics, 2014 We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness.
Han, Liu, Lie, Wang, Tuo, Zhao
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Multi-Target Parameter Estimation of the FMCW-MIMO Radar Based on the Pseudo-Noise Resampling Method
Sensors, 2022 Subspace methods are widely used in FMCW-MIMO radars for target parameter estimations. However, the performances of the existing algorithms degrade rapidly in non-ideal situations.
Yao Jiang +4 more
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Robustness Analysis Of Covariances Matrix Estimates
, 2010 Publication in the conference proceedings of EUSIPCO, Aalborg, Denmark ...
Mahot, Mélanie +3 more
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A Compound Decision Approach to Covariance Matrix Estimation
Biometrics, 2022 AbstractCovariance matrix estimation is a fundamental statistical task in many applications, but the sample covariance matrix is suboptimal when the sample size is comparable to or less than the number of features. Such high-dimensional settings are common in modern genomics, where covariance matrix estimation is frequently employed as a method for ...
Huiqin Xin, Sihai Dave Zhao
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