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Results 1 to 25 of 3513

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The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal caseFERAL, Delphine; PECHE, Sandrine.Journal of mathematical physics. 2009, Vol 50, Num 7, issn 0022-2488, 073302.1-073302.33Article

Modified Kalman filteringHAYKIN, S; LIANG LI.IEEE transactions on signal processing. 1994, Vol 42, Num 5, pp 1239-1242, issn 1053-587XArticle

Increasing the serial and the parallel performance of the CMA-evolution strategy with large populationsMÜLLER, Sibylle D; HANSEN, Nikolaus; KOUMOUTSAKOS, Petros et al.Lecture notes in computer science. 2002, pp 422-431, issn 0302-9743, isbn 3-540-44139-5, 10 p.Conference Paper

On universality of bulk local regime of the Hermitian sample covariance matricesSHCHERBINA, Tatyana.Journal of mathematical physics. 2010, Vol 51, Num 10, issn 0022-2488, 103516.1-103516.27Article

Bounds for solutions of the discrete algebraic Lyapunov equationTIPPETT, M. K; MARCHESIN, D.IEEE transactions on automatic control. 1999, Vol 44, Num 1, pp 214-218, issn 0018-9286Article

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

Testing repeated measures hypotheses when covariance matrices are heterogeneous : Revisiting the robustness of the Welch-James test againKESELMAN, H. J; ALGINA, James; WILCOX, Rand R et al.Educational and psychological measurement. 2000, Vol 60, Num 6, pp 925-938, issn 0013-1644Article

Estimation du nombre de composantes d'un signal à l'aide du critère GDE amélioré = Estimation of the number of signal components with enhanced GDE criterionCASPARY, O; NUS, P.Colloque sur le traitement du signal et des images. 1997, pp 535-538, 2VolConference Paper

A note on comparing stochastically restricted linear estimators in a regression modelTRENKLER, G.Biometrical journal. 1993, Vol 35, Num 1, pp 125-128, issn 0323-3847Article

Ajustement d'une Corégionalisation Stationnaire = Modelling a stationary coregionalizationGrzebyk, Michel; Wackernagel, Hans.1993, 160 p.Thesis

Improved Gerschgorin disk estimator for source enumeration with robustness against spatially non-uniform noiseLIU, Z.-M; LU, Z.-Y; HUANG, Z.-T et al.IET radar, sonar & navigation (Print). 2011, Vol 5, Num 9, pp 952-957, issn 1751-8784, 6 p.Article

Controlling Noise in Ensemble Data Assimilation SchemesPENA, Malaquias; TOTH, Zoltan; WEI, Mozheng et al.Monthly weather review. 2010, Vol 138, Num 5, pp 1502-1512, issn 0027-0644, 11 p.Article

Universality results for the largest eigenvalues of some sample covariance matrix ensemblesPECHE, Sandrine.Probability theory and related fields. 2009, Vol 143, Num 3-4, pp 481-516, issn 0178-8051, 36 p.Article

IN SPITE OF INDETERMINACY MANY COMMON FACTOR SCORE ESTIMATES YIELD AN IDENTICAL REPRODUCED COVARIANCE MATRIXBEAUDUCEL, André.Psychometrika. 2007, Vol 72, Num 3, pp 437-441, issn 0033-3123, 5 p.Article

Portfolio optimization with factors, scenarios, and realistic short positionsJACOBS, Bruce I; LEVY, Kenneth N; MARKOWITZ, Harry M et al.Operations research. 2005, Vol 53, Num 4, pp 586-599, issn 0030-364X, 14 p.Article

A wavelet-based reduced rank Kalman filter for assimilation of stratospheric chemical tracer observationsAUGER, Ludovic; TANGBORN, Andrew V.Monthly weather review. 2004, Vol 132, Num 5, pp 1220-1237, issn 0027-0644, 18 p.Article

Estimation of influence of the learning sample size on the efficiency of adaptive antenna systemsMIRONOV, V. A.Journal of communications technology & electronics. 1997, Vol 42, Num 10, pp 1114-1116, issn 1064-2269Article

Comments on a method for improving extended Kalman filter performance for angle-only passive rangingFAGIN, S. L.IEEE transactions on aerospace and electronic systems. 1995, Vol 31, Num 3, pp 1148-1150, issn 0018-9251Article

On the closed form of the likelihood function of the first order moving average modelHADDAD, J. N.Biometrika. 1995, Vol 82, Num 1, pp 232-234, issn 0006-3444Article

Distances between normal populations when covariance matrices are unequalPARK, P. S; KSHIRSAGAR, A. M.Communications in statistics. Theory and methods. 1994, Vol 23, Num 12, pp 3549-3556, issn 0361-0926Article

Generalized Chandrasekhar recursions from the generalized Schur algorithmSAYED, A. H; KAILATH, T; LEV-ARI, H et al.IEEE transactions on automatic control. 1994, Vol 39, Num 11, pp 2265-2269, issn 0018-9286Article

The covariance matrix of ARMA errors in closed formVAN DER LEEUW, J.Journal of econometrics. 1994, Vol 63, Num 2, pp 397-405, issn 0304-4076Article

Low complexity method for DOA estimation using array covariance matrix sparse representationHE, Z. Q; LIU, Q. H; JIN, L. N et al.Electronics letters. 2013, Vol 49, Num 3, pp 228-230, issn 0013-5194, 3 p.Article

Standard errors of fit indices using residuals in structural equation modelingOGASAWARA, Haruhiko.Psychometrika. 2001, Vol 66, Num 3, pp 421-436, issn 0033-3123Article

Algorithms for sums of squares and covariance matrices using kronecker productsMOSER, B. K; SAWYER, J. K.The American statistician. 1998, Vol 52, Num 1, pp 54-57, issn 0003-1305Article

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