Results 51 to 60 of about 747,309 (177)

Multivariate Normal Variance Mixtures in R: The R Package nvmix

Journal of Statistical Software, 2022
We present the features and implementation of the R package nvmix for the class of normal variance mixtures including Student t and normal distributions.
Erik Hintz, Marius Hofert, Christiane Lemieux   +2 more
doaj   +1 more source

The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis [PDF]

, 2004
The multivariate split nomal distribution extends the usual multivariate normal distribution by a set of parameters which allows for skewness in the form of contraction/dilation along a subset of the prinicpal axis.
Larsson, Rolf, Villani, Mattias
core  

Portfolio optimization with mixture vector autoregressive models

, 2020
Obtaining reliable estimates of conditional covariance matrices is an important task of heteroskedastic multivariate time series. In portfolio optimization and financial risk management, it is crucial to provide measures of uncertainty and risk as ...
Boshnakov, Georgi N., Ravagli, Davide
core  

Efficient Statistics, in High Dimensions, from Truncated Samples

, 2018
We provide an efficient algorithm for the classical problem, going back to Galton, Pearson, and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples.
Daskalakis, Constantinos, Gouleakis, Themis, Tzamos, Christos, Zampetakis, Manolis   +3 more
core   +1 more source

Analysis of Fisher Information and the Cram\'{e}r-Rao Bound for Nonlinear Parameter Estimation after Compressed Sensing

, 2015
In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal distribution ...
Cochran, Douglas, Howard, Stephen D., Pakrooh, Pooria, Pezeshki, Ali, Scharf, Louis L.   +4 more
core   +1 more source

Model for allocating the share of the land component from the assessment of the market value of single real estate objects

Статистика и экономика
The objective of the study is to develop a mathematical model and corresponding methodology that allows, based on available empirical observations (market data), in a comparative approach, to create an assessment of the market value of a single real ...
V. D. Kreshchensky, D. M. Sharieva, M. B. Laskin   +2 more
doaj   +1 more source

MPCI : An R Package for Computing Multivariate Process Capability Indices

Journal of Statistical Software, 2012
Manufacturing processes are often based on more than one quality characteristic. When these variables are correlated the process capability analysis should be performed using multivariate statistical methodologies. Although there is a growing interest in
Edgar Santos-Fernandez, Michele Scagliarini   +1 more
doaj  

Profile of a Multivariate Observation under Destructive Sampling—A Monte Carlo Approach to a Case of Spina Bifida

Bioengineering
A biodegradable hybrid polymer patch was invented at the University of Cincinnati to cover gaps on the skin over the spinal column of a growing fetus, characterized by the medical condition spina bifida.
Tianyuan Guan, Rigwed Tatu, Koffi Wima, Marc Oria, Jose L. Peiro, Chia-Ying Lin, Marepalli. B. Rao   +6 more
doaj   +1 more source

An Extension of the Quadratic Error Function for Learning Imprecise Data in Multivariate Nonlinear Regression

Journal of Probability and Statistics, 2020
Multivariate noises in the learning process are most of the time supposed to follow a standard multivariate normal distribution. This hypothesis does not often hold in many real-world situations.
Castro Gbêmêmali Hounmenou, Kossi Essona Gneyou, Romain Glélé Kakaï   +2 more
doaj   +1 more source

DYNAMIC STATISTICAL CLASSIFICATION

Revista de Matemática: Teoría y Aplicaciones, 2017
We consider the statistical supervised classification problem from adynamical systems approach. We assume that two classes exist and that, for each one, a multivariate normal distribution determines the probability to be in a certain region in then ...
JAVIER PULIDO CEJUDO, CARLOS CUEVAS COVARRUBIAS   +1 more
doaj   +1 more source