Results 21 to 30 of about 150,136 (266)

Improved Large Dynamic Covariance Matrix Estimation With Graphical Lasso and Its Application in Portfolio Selection

open access: yesIEEE Access, 2020
The estimation of the large and high-dimensional covariance matrix and precision matrix is a fundamental problem in modern multivariate analysis. It has been widely applied in economics, finance, biology, social networks and health sciences. However, the
Xin Yuan   +3 more
doaj   +1 more source

MODIFIED METHOD OF CONSTRUCTING A MULTIVARIATE LINEAR REGRESSION GIVEN BY A REDUNDANT DESCRIPTION

open access: yesВісник Національного технічного університету "ХПÌ": Системний аналіз, управління та інформаційні технології, 2022
A number of scientific works of Prof. O. A. Pavlov and his disciples is devoted to the development of an original method of efficient estimation of coefficients at nonlinear terms of multivariate polynomial regression given by a redundant description ...
Alexander Pavlov, Maxim Holovchenko
doaj   +1 more source

Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis [PDF]

open access: yesComputational Statistics & Data Analysis, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
ROSSI, EDUARDO, Spazzini Filippo
openaire   +5 more sources

Some recent developments on functional data analysis* [PDF]

open access: yesESAIM: Proceedings and Surveys
Recent contributions to functional data analysis are presented. Various problems are considered including the definition of the barycenter of multivariate functional data and the adaptive nonparametric estimation in the functional linear model with ...
Cugliari Jairo   +3 more
doaj   +1 more source

Analysis of methods for multivariable frequency response function estimation in closed loop [PDF]

open access: yes2007 46th IEEE Conference on Decision and Control, 2007
Estimation methods for the multivariable frequency response function are analyzed, both in open and closed loop. Expressions for the bias and covariance are derived and the usefulness of these expressions is illustrated in simulations of an industrial robot where the different estimators are compared.
Wernholt, Erik, Gunnarsson, Svante
openaire   +2 more sources

Eco-Friendly Estimation of Heavy Metal Contents in Grapevine Foliage Using In-Field Hyperspectral Data and Multivariate Analysis

open access: yesRemote Sensing, 2019
Heavy metal monitoring in food-producing ecosystems can play an important role in human health safety. Since they are able to interfere with plants’ physiochemical characteristics, which influence the optical properties of leaves, they can be ...
Mohsen Mirzaei   +4 more
doaj   +1 more source

Bayesian Estimation in Multivariate Analysis

open access: yesThe Annals of Mathematical Statistics, 1965
Abstract : The Bayes approach to Multivariate Analysis taken previously by Geisser and Cornfield (JRSS Series B, 1963 No. 2, pp. 368-376) is extended and given a more comprehensive treatment. Posterior joint and marginal densities are derived for vector means, linear combinations of means; simple and partial variances; simple, partial and multiple ...
openaire   +3 more sources

Estimating within‐study covariances in multivariate meta‐analysis with multiple outcomes [PDF]

open access: yesStatistics in Medicine, 2012
Multivariate meta‐analysis allows the joint synthesis of effect estimates based on multiple outcomes from multiple studies, accounting for the potential correlations among them. However, standard methods for multivariate meta‐analysis for multiple outcomes are restricted to problems where the within‐study correlation is known or where individual ...
Wei, Yinghui, Higgins, Julian Pt
openaire   +4 more sources

Probabilistic Deep Learning for Highly Multivariate Spatio-Temporal Log-Gaussian Cox Processes

open access: yesIEEE Access
Multivariate spatio-temporal point patterns have become increasingly common due to the advancement of technology for massive data collection. Parameter estimation is vital for understanding the distributional patterns within such data.
Achmad Choiruddin   +4 more
doaj   +1 more source

Estimating leaf nitrogen concentration based on the combination with fluorescence spectrum and first-derivative [PDF]

open access: yesRoyal Society Open Science, 2020
Leaf nitrogen concentration (LNC) is a major indicator in the estimation of the crop growth status which has been diffusely applied in remote sensing. Thus, it is important to accurately obtain LNC by using passive or active technology.
Jian Yang   +4 more
doaj   +1 more source

Home - About - Disclaimer - Privacy