Multivariate random variable

Results: 118



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11Statistics / Mathematical analysis / Probability / Covariance and correlation / Matrices / Summary statistics / Algebra of random variables / Multivariate statistics / Covariance / Sample mean and covariance / Variance / Multivariate random variable

Introduction Testing Covariance Matrices Testing Bandedness Power Analysis Simulation

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2013-08-01 23:22:07
12Statistics / Mathematical analysis / Probability / Probability distributions / Algebra of random variables / Probability theory / Central limit theorem / Variance / Normal distribution / Multivariate random variable / Expected value / Relationships among probability distributions

Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2015-01-22 22:51:14
13Mathematical analysis / Probability / Statistics / Independence / Multivariate statistics / Probability theory / Actuarial science / Probability distributions / Copula / Comonotonicity / Joint probability distribution / Random variable

Extremal Dependence Concepts

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2015-12-09 07:27:53
14Covariance and correlation / Multivariate statistics / Probability theory / Hilbert space / Independence / Positive-definite kernel / Distance correlation / Reproducing kernel Hilbert space / Covariance / Characteristic function / Kernel / Multivariate random variable

Discussion on Brownian distance covariance by G. J. Szekely and M. L. Rizzo

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Source URL: select.cs.cmu.edu

Language: English - Date: 2010-05-06 01:28:07
15Statistics / Estimation theory / Statistical theory / Algebra of random variables / M-estimators / Maximum likelihood estimation / Fisher information / Covariance / Multivariate random variable / Matrix / Variance / Estimation of covariance matrices

Stochastic approximation of score functions for Gaussian processes

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Source URL: arxiv.org

Language: English - Date: 2013-12-10 20:17:39
16Digital signal processing / Adaptive filter / Bernard Widrow / Multivariate random variable / 2D Adaptive Filters / Least mean squares filter

IEEE TRANSACTIONS ON INFORMATION’ THEORY,

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Source URL: www-isl.stanford.edu

Language: English - Date: 2006-03-27 12:19:06
17

The Multivariate Gaussian Distribution Chuong B. Do October 10, 2008 T  A vector-valued random variable X = X1 · · · Xn is said to have a multivariate

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Source URL: cs229.stanford.edu

Language: English - Date: 2011-11-25 01:03:12
    18Stochastic processes / Algebra of random variables / Hilbert space / Estimation theory / KarhunenLove theorem / Signal processing / Gaussian free field / Multivariate random variable / Reproducing kernel Hilbert space / Covariance / Normal distribution / Gaussian function

    GAUSSIAN FIELDS Notes for Lectures Ofer Zeitouni Department of Mathematics Weizmann Institute, Rehovot 76100, Israel and

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    Source URL: www.wisdom.weizmann.ac.il

    Language: English
    19Systems theory / Cybernetics / Linear-quadratic-Gaussian control / Conditional expectation / Independence / Bellman equation / Multivariate random variable / Conditioning / Probability theory / Statistics / Control theory

    LQfiltering_final_October_2008.dvi

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:03:55
    20Central limit theorem / Normal distribution / Concentration inequality / Covariance matrix / Random matrix / Multivariate random variable / Statistics / Probability theory / Multivariate statistics

    AntiConcentrationVectors-v7.dvi

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    Source URL: www.econ.ucla.edu

    Language: English - Date: 2013-12-20 14:06:24
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