Sample mean and sample covariance

Results: 62



#Item
1Statistics / Algebra / Mathematics / Covariance and correlation / Estimation theory / Matrices / Summary statistics / Statistical theory / Covariance matrix / Covariance / Variance / Sample mean and covariance

    University of Zurich Department of Economics

Add to Reading List

Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:33:21
2Covariance and correlation / Algebra of random variables / Matrices / Summary statistics / Random matrices / Random matrix / Quaternion algebra / Covariance matrix / Quaternion / Covariance / Sample mean and covariance / Matrix

Ann Inst Stat Math:765–785 DOIs10463Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices Huiqin Li · Zhi Dong Bai · Jiang Hu

Add to Reading List

Source URL: www.ism.ac.jp

Language: English - Date: 2016-08-02 06:58:13
3Robust statistics / Estimation theory / Statistical theory / Covariance and correlation / M-estimators / Outlier / Maximum likelihood estimation / Mixture model / Expectationmaximization algorithm / Sample mean and covariance / Efficiency / Normal distribution

This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOITKDE, IEEE Tr

Add to Reading List

Source URL: people.tubri.org

Language: English - Date: 2015-03-18 18:22:04
4Vectors / Summary statistics / Covariance and correlation / Estimation theory / Regression analysis / Variance / Sample mean and covariance / Ellipse / Expected value / Euclidean vector / Vector space / Matrix

More information on R functions arraymax: find the maximum value in an array and the associated dim names. Any NAs in the array are ignored. This function calls the function dnelement which the user must create (source

Add to Reading List

Source URL: fluke.vims.edu

Language: English - Date: 2010-07-29 15:13:40
5Statistics / 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

Add to Reading List

Source URL: sas.uwaterloo.ca

Language: English - Date: 2013-08-01 23:22:07
6Statistics / Regression analysis / Estimation theory / Multivariate statistics / Covariance and correlation / Matrices / Covariance / Linear regression / Tikhonov regularization / Sample mean and covariance / Principal component analysis / Principal component regression

1 MARCHSCHNEIDER 853

Add to Reading List

Source URL: climate-dynamics.org

Language: English - Date: 2015-09-11 20:40:57
7Statistical theory / Covariance and correlation / Summary statistics / Shrinkage estimator / Covariance / Sample mean and sample covariance / Variance / Resampled efficient frontier / Standard deviation / Statistics / Data analysis / Estimation theory

PDF Document

Add to Reading List

Source URL: www.jasonhsu.org

Language: English - Date: 2012-05-28 17:42:22
8Probability theory / Statistical dependence / Data analysis / Covariance / Variance / Correlation and dependence / Independence / Expected value / Sample mean and sample covariance / Statistics / Covariance and correlation / Algebra of random variables

Characterizing the relationship between two quantitative variables X and Y Ricco Rakotomalala

Add to Reading List

Source URL: eric.univ-lyon2.fr

Language: English - Date: 2014-12-12 04:24:31
9Summary statistics / Matrices / Probability theory / Variance / Covariance / Sample mean and sample covariance / SAS / Multivariate random variable / Principal component analysis / Statistics / Covariance and correlation / Data analysis

MFE 237H: Quantitative Asset Management Notes on Minimum Variance Portfolios Professor Jason Hsu UCLA Anderson School of Management Minimum Variance Portfolio

Add to Reading List

Source URL: www.jasonhsu.org

Language: English - Date: 2012-05-28 17:50:29
10Robust statistics / Variance / Estimator / Scatter matrix / Sample mean and sample covariance / MINQUE / Shrinkage estimator / Statistics / Estimation theory / M-estimator

Microsoft Word - Abstract_Tyler

Add to Reading List

Source URL: www.statistik.tu-dortmund.de

Language: English - Date: 2014-09-19 05:11:47
UPDATE