Results 1 to 10 of about 747,309 (177)

On the noncentral distribution of the ratio of the extreme roots of wishart matrix

International Journal of Mathematics and Mathematical Sciences, 1981
The distribution of the ratio of the extreme latent roots of the Wishart matrix is useful in testing the sphericity hypothesis for a multivariate normal population.
V. B. Waikar
doaj   +1 more source

Time series analysis with missing data Semiannual status report, 1 Jun. - 30 Nov. 1969 [PDF]

Parameters of multivariate normal distribution for time series analysis with missing ...
Smith, W. B.
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Accurately Estimating Correlations Between Demographic Parameters: A Response to Riecke Et al. (2024)

Ecology and Evolution
Correlations between annual recovery and survival probabilities estimated from tag‐recovery data have been used to quantify the demographic response of exploited populations to harvest. Deane et al.
Cody E. Deane, Lindsay G. Carlson, Curry J. Cunningham, Pat Doak, Knut Kielland, Greg A. Breed   +5 more
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The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies. [PDF]

We consider the affine equivariant sign covariance matrix (SCM) introduced by Visuri et al. (J. Statist. Plann. Inference 91 (2000) 557). The population SCM is shown to be proportional to the inverse of the regular covariance matrix. The eigenvectors and
Croux, Christophe, Oja, H, Ollila, E
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Inhomogeneous Dependency Modelling with Time Varying Copulae [PDF]

Measuring dependence in a multivariate time series is tantamount to modelling its dynamic structure in space and time. In the context of a multivariate normally distributed time series, the evolution of the covariance (or correlation) matrix over time ...
Ekaterina Ignatieva, Enzo Giacomini, Vladimir Spokoiny, Wolfgang Härdle   +3 more
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Ranking Problems in Multivariate Normal (Statistical) Populations Semiannual Progress Report No. 1, 1 Jul. - 31 Dec. 1966 [PDF]

Differential difference equations involving noncentral chi-square density and distribution functions for solving minimization problem in selection from multivariate normal ...
Rizvi, M. H.
core   +1 more source

nference in Graphical Gaussian Models with Edge and Vertex Symmetries with the gRc Package for R

Journal of Statistical Software, 2007
In this paper we present the R package gRc for statistical inference in graphical Gaussian models in which symmetry restrictions have been imposed on the concentration or partial correlation matrix.
Søren Højsgaard, Steffen L. Lauritzen
doaj  

Bayesian Joint Probability Approach for Post‐Processing Monthly Precipitation Prediction in Northwest Iran

Water Resources Research
The probabilistic prediction of monthly precipitation events, specifically more‐than‐normal (MN), normal (N), and less‐than‐normal (LN) events, holds significant importance in the field of water resource management.
Z. Javanshiri, M. Pakdaman
doaj   +1 more source

Extending Approximate Bayesian Computation to Non-Linear Regression Models: The Case of Composite Distributions

Risks
Modeling loss data is a crucial aspect of actuarial science. In the insurance industry, small claims occur frequently, while large claims are rare. Traditional heavy-tail distributions, such as Weibull, Log-Normal, and Inverse Gaussian distributions, are
Mostafa S. Aminzadeh, Min Deng
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Predicting the required number of training samples [PDF]

A criterion which measures the quality of the estimate of the covariance matrix of a multivariate normal distribution is developed. Based on this criterion, the necessary number of training samples is predicted.
Kalayeh, H. M., Landgrebe, D. A.
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