Pascal and Francis Bibliographic Databases

Help

Search results

Your search

kw.\*:("Matrice covariance")

Filter

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Document Type [dt]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Language

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Origin

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 25 of 4694

  • Page / 188
Export

Selection :

  • and

ESTIMATION OF NOISE COVARIANCE MATRICES FOR A LINEAR TIME-VARYING STOCHASTIC PROCESS.BELANGER PR.1974; AUTOMATICA; G.B.; DA. 1974; VOL. 10; NO 3; PP. 267-275; ABS. FR. ALLEM. RUSSE; BIBL. 7 REF.Article

Tabular aids for fitting Weibull moment estimatesBLISCHKE, W. R; SCHEUER, E. M.Naval research logistics quarterly. 1986, Vol 33, Num 1, pp 145-153, issn 0028-1441Article

Localization measures for interactive seismic activityRADU, S; MENDECKI, A. J.International symposium on rockbursts and seismicity in mines. 1997, pp 197-200, isbn 90-5410-890-8Conference Paper

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

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

The effect of stochastic relations on the statistical properties of an estimator = Effet des relations stochastiques sur les propriétés statistiques d'un estimateurKUBACEK, L; KUBACKOVA, L.Contributions of the Geophysical institute of the Slovac academy of sciences. 1987, Vol 17, pp 31-42, issn 0586-4607Article

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

Invariant indices of polarimetric purity Generalized indices of purity for n x n covariance matricesSAN JOSE, Ignacio; GIL, José J.Optics communications. 2011, Vol 284, Num 1, pp 38-47, issn 0030-4018, 10 p.Article

The practice of fast conditional simulations through the LU decomposition of the covariance matrix = Pratique de simulations conditionnelles rapides par décomposition LU de la matrice de covarianceALABERT, F.Mathematical geology. 1987, Vol 19, Num 5, pp 369-386, issn 0882-8121Article

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

Combining 1D and 2D linear discriminant analysis for palmprint recognitionJIAN ZHANG; HONGBING JI; LEI WANG et al.Proceedings of SPIE, the International Society for Optical Engineering. 2011, Vol 8004, issn 0277-786X, isbn 978-0-8194-8578-6, 80041G.1-80041G.6Conference Paper

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

M-Matrices as covariance matrices of multinormal distributionsKARLIN, S; RINOTT, Y.Linear algebra and its applications. 1983, Vol 52-53, pp 419-438, issn 0024-3795Article

Precision matrix as a construction tool of line estimatorsKARWATKA, Jacek.Proceedings of SPIE, the International Society for Optical Engineering. 2008, Vol 6937, pp 69373A.1-69373A.7, issn 0277-786X, isbn 978-0-8194-7124-6 0-8194-7124-0, 2Conference Paper

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

  • Page / 188