Generalized homogeneous multivariate matrix padé-type approximants and padé approximantsZHENG, Cheng-De; HUAGUANG ZHANG; HONG TIAN et al.IEEE transactions on automatic control. 2007, Vol 52, Num 11, pp 2160-2165, issn 0018-9286, 6 p.Article

Improved local learning rule for information maximization and related applicationsLINSKER, Ralph.Neural networks. 2005, Vol 18, Num 3, pp 261-265, issn 0893-6080, 5 p.Article

Rank covariance matrix estimation of a partially known covariance matrixKULJUS, Kristi; VON ROSEN, Dietrich.Journal of statistical planning and inference. 2008, Vol 138, Num 12, pp 3667-3673, issn 0378-3758, 7 p.Article

Proportionality of k covariance matricesFLURY, B. K.Statistics & probability letters. 1986, Vol 4, Num 1, pp 29-33, issn 0167-7152Article

The relationship between two parameterizations of linear patterned mean and covariance modelsSZATROWSKI, T. H.Communications in statistics. Theory and methods. 1985, Vol 14, Num 7, pp 1709-1712, issn 0361-0926Article

Comparing vectors of adjusted means when covariance matrices are unegualMISRA, R. K.Biometrical journal. 1988, Vol 30, Num 2, pp 203-208, issn 0323-3847Article

Limit heorem for the eigenvalues of the sample covariance matrix when the underlying distribution is isotropicYIN, Y. Q; KRISHNAIAH, P. R.Teoriâ verojatnostej i eë primeneniâ. 1985, Vol 30, Num 4, pp 810-816, issn 0040-361XArticle

Comportement au bord et caractérisation d'un maximum pour la vraisemblance d'un vecteur aléatoire gaussien centré avec contrainte sur sa structure de covariance = Behaviour at the boundary and characterization of a maximum for the likebihood of a Gaussian vector with zero mean and structured covariance matrixDEGERINE, S.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1985, Vol 301, Num 5, pp 233-236, issn 0764-4442Article

Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matricesSILVERSTEIN, J. W.Journal of multivariate analysis. 1984, Vol 15, Num 3, pp 408-409, issn 0047-259XArticle

Antenna array design for covariance-based direction-finding methodsJOHNSON, R. L.IEEE transactions on antennas and propagation. 1988, Vol 36, Num 11, pp 1537-1544, issn 0018-926XArticle

An inequality from geneticsSENETA, E.Advances in applied probability. 1986, Vol 18, Num 3, pp 860-861, issn 0001-8678Article

Théorèmes limites pour les traces de matrices de covariance échantillonnéesBARSOV, D. A.Teoriâ verojatnostej i eë primeneniâ. 1984, Vol 29, Num 2, pp 374-381, issn 0040-361XArticle

Conception d'antennes à faisceau constant sur une large bande à partir du vecteur covariance = Broadband constant beamwidth array processing using the covariance vectorLARDIES, J.T.S. Traitement du signal. 1988, Vol 5, Num 5, pp 159-171Article

Finite covariance functionsSANSO, F; SCHUH, W.-D.Bulletin géodésique. 1987, Vol 61, Num 4, pp 331-347, issn 0007-4632Article

Ellipsoidal confidence regions for a normal covariance matrixWIENS, D.Communications in statistics. Theory and methods. 1985, Vol 14, Num 6, pp 1405-1411, issn 0361-0926Article

Information from the maximized likelihood functionPATEFIELD, W. M.Biometrika. 1985, Vol 72, Num 3, pp 664-668, issn 0006-3444Article

On the inverse of a patterned covariance matrixBONNEY, G. E; KISSLING, G. E.Journal of the American Statistical Association. 1984, Vol 79, Num 387, pp 722-723, issn 0162-1459Article

Tests of hypotheses for the general Gauss-Markov modelOKTABA, W.Biometrical journal. 1984, Vol 26, Num 4, pp 415-424, issn 0323-3847Article

A case study: passive component inspection using a 1D wavelet transformYEH, Chi-Hao; SHEN, Ta-Cheng; WU, Ful-Chiang et al.International journal, advanced manufacturing technology. 2003, Vol 22, Num 11-12, pp 899-910, issn 0268-3768, 12 p.Article

Assets, general equilibrium and the neutrality of moneyCHAMLEY, C; POLEMARCHAKIS, H.Review of Economic Studies. 1984, Vol 51, Num 164, pp 129-138, issn 0034-6527Article

A matrix derivation of the asymptotic covariance matrix of sample correlation coefficientsNEL, D. G.Linear algebra and its applications. 1985, Vol 67, pp 137-145, issn 0024-3795Article

On the limiting distributions of the jakknife statistics for eigenvalues of a sample covariance matrixNAGAO, H.Communications in statistics. Theory and methods. 1985, Vol 14, Num 7, pp 1547-1567, issn 0361-0926Article

On the nonsingularity of principal submatrices of a random orthogonal matrixKARIYA, T; WU, C. F. J.Journal of statistical planning and inference. 1985, Vol 12, Num 3, pp 353-357, issn 0378-3758Article

MACIERZE KOWARIANCJI GEODEZYJNYCH OBSERWACJI SATELITARNYCH = MATRICES DE COVARIANCE DES OBSERVATIONS GEODESIQUES PAR SATELLITEPACHELSKI W.1982; GEODEZJA I KARTOGRAFIA; ISSN 0016-7134; POL; DA. 1982; VOL. 31; NO 2; PP. 119-130; ABS. RUS/ENG; BIBL. 16 REF.Article

AN EFFICIENT ALGORITHM FOR COMPUTING COVARIANCE MATRICES FROM DATA WITH MISSING VALUESENGELMAN L.1982; COMMUN. STAT., SIMUL. COMPUT.; ISSN 0361-0918; USA; DA. 1982; VOL. 11; NO 1; PP. 113-121Article