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UEBER EINE BEZIEHUNG ZWISCHEN DER KOVARIANZMATRIX FUER VARIABLE UND DERJENIGEN FUER PROFILVARIABLE = RELATION ENTRE LA MATRICE DE COVARIANCE POUR VARIABLES ET CELLE POUR PROFIL DE VARIABLESKOPP B.1981; PSYCHOL. BEITR.; ISSN 0033-3018; DEU; DA. 1981; VOL. 23; NO 3-4; PP. 434-437; ABS. ENG/FREArticle

ASYMPTOTIC PROPERTIES FOR COVARIANCE MATRICES OF ORDER STATISTICS.STEPHENS MA.1975; BIOMETRIKA; G.B.; DA. 1975; VOL. 62; NO 1; PP. 23-28; BIBL. 8 REF.Article

BOUNDS FOR THE DISTRIBUTION FUNCTIONS OF THE EXTREME LATENT ROOTS OF A SAMPLE COVARIANCE MATRIX.MUIRHEAD RJ.1974; BIOMETRIKA; G.B.; DA. 1974; VOL. 61; NO 3; PP. 641-642; BIBL. 3 REF.Article

TABLES FOR THE EXTREME ROOTS OF THE WISHART MATRIXCLEMM DS; KRISHNAIAH PR; WAIKAR VB et al.1973; J. STATIST. COMPUT. SIMUL.; G.B.; DA. 1973; VOL. 2; NO 1; PP. 65-92; BIBL. 8 REF.Serial Issue

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

DISC-AN ALGORITHM FOR ADJUSTING T2 UNDER THE CONDITION OF HETEROGENEITY OF COVARIANCE MATRICESKARPMAN MB.1980; EDUC. PSYCHOL. MEAS.; ISSN 0013-1644; USA; DA. 1980; VOL. 40; NO 3; PP. 795-796; BIBL. 5 REF.Article

ON THE INVERSE OF THE COVARIANCE MATRIX OF A FIRST ORDER MOVING AVERAGE.PRABHAKAR MURTHY DN.1974; SANKHYA, A; INDIA; DA. 1974; VOL. 36; NO 2; PP. 223-225; BIBL. 3 REF.Article

PLANNING AND OPTIMIZATION OF NETWORKS: SOME GENERAL CONSIDERATIONS.ALBERDA JE.1974; BOLL. GEOD. SCI. AFFINI; ITAL.; DA. 1974; VOL. 33; NO 2; PP. 209-240; H.T. 1; ABS. ITAL. FR. ALLEM. ESP.; BIBL. 1 P. 1/2Article

THE ADMISSIBILITY OF TESTS FOR THE EQUALITY OF MEAN VECTORS AND COVARIANCE MATRICESNISHIDA N.1972; HIROSHIMA MATH. J.; JAP.; DA. 1972; VOL. 2; NO 1; PP. 215-220; BIBL. 3 REF.Serial Issue

A STATE COVARIANCE MATRIX COMPUTATION ALGORITHM FOR SATELLITE ORBIT DETERMINATION SEQUENTIAL FILTERINGPON WY.1972; IN: 3RD SYMP. NONLINEAR ESTIMATION THEORY APPL. PROC. SAN DIEGO, CALIF., 1972; NORTH HOLLYWOOD, CALIF.; WESTERN PERIODICALS CO.; DA. 1972; PP. 184-187Conference Proceedings

ON THE ASYMPTOTIC PROPERTIES OF ESTIMATORS OF MODELS CONTAINING LIMITED DEPENDENT VARIABLESROBINSON PM.1982; ECONOMETRICA; ISSN 0012-9682; NLD; DA. 1982; VOL. 50; NO 1; PP. 27-41; BIBL. 21 REF.Article

ON THE BENZECRI'S METHOD FOR COMPUTING EIGENVECTORS BY STOCHASTIC APPROXIMATION (THE CASE OF BINARY DATA).LEBART L.1974; IN: COMPSTAT 1974. PROC. COMPUT. STAT.; VIENNA; 1974; WIEN; RUDOLF LIEBING; DA. 1974; PP. 202-211; BIBL. 6 REF.Conference Paper

A NOTE ON THE NUMERICAL RESULTS BY GOLDBERGER, NAGAR, AND ODEHBIANCHI C; CALZOLARI G; CORSI P et al.1979; ECONOMETRICA; USA; DA. 1979; VOL. 47; NO 2; PP. 505-506; BIBL. 5 REF.Article

SUR L'ESTIMATION DES PARAMETRES D'UN MODELE LINEAIRE LORSQUE LA MATRICE DES VARIANCES-COVARIANCES DES RESIDUS EST SINGULIERE.HOLLY A.1974; REV. STASTIS. APPL.; FR.; DA. 1974; VOL. 22; NO 2; PP. 5-27; BIBL. 10 REF.Article

AN ALGORITHM FOR FITTING AUTOREGRESSIVE SCHEMESPAGANO M.1972; APPL. STATIST.; G.B.; DA. 1972; VOL. 21; NO 3; PP. 274-281; BIBL. 8 REF.Serial Issue

PREDICTIVE DISCRIMINATION WITH AN INFORMATIVE PRIOR FOR THE COVARIANCE MATRIXRAATH EL; HAWKINS DM.1980; N.R.I.M.S. TECH. REP., TWISK; ZAF; DA. 1980; NO 147; 16 P.; BIBL. 9 REF.Serial Issue

CALCUL DES VALEURS PROPRES DE LA MATRICE DE COVARIANCE D'ECHANTILLONNAGE (REVUE)PERFILOV VI.1978; TRUDY GIDROMETEOROL. NAUCH.-ISSLEDOVAT. CENTRA S.S.S.R.; SUN; DA. 1978; NO 210; PP. 60-71; BIBL. 14 REF.Article

NONNULL DISTRIBUTION OF LIKELIHOOD RATIO CRITERION FOR REALITY OF COVARIANCE MATRIX.CARTER EM; KHATRI CG; SRIVASTAVA MS et al.1976; J. MULTIVAR. ANAL.; U.S.A.; DA. 1976; VOL. 6; NO 1; PP. 176-184; BIBL. 6 REF.Article

APPLICATIONS OF PRODUCTS TO THE GENERALIZED COMPOUND SYMMETRY PROBLEM.ARNOLD SF.1976; ANN. STATIST.; U.S.A.; DA. 1976; VOL. 4; NO 1; PP. 227-233; BIBL. 6 REF.Article

MINIMAX AND ADMISSIBLE MINIMAX ESTIMATORS OF THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION FOR UNKNOWN COVARIANCE MATRIX.KHURSHEED ALAM.1975; J. MULTIVAR. ANAL.; U.S.A.; DA. 1975; VOL. 5; NO 1; PP. 83-95; BIBL. 12 REF.Article

ON TESTING FOR CLUSTERS USING THE SAMPLE COVARIANCE.BRYANT P.1975; J. MULTIVAR. ANAL.; U.S.A.; DA. 1975; VOL. 5; NO 1; PP. 96-105; BIBL. 1 P.Article

COEFFICIENT ERRORS CAUSED BY USING THE WRONG COVARIANCE MATRIX IN THE GENERAL LINEAR MODEL.STRAND ON.1974; ANN STATIST.; U.S.A.; DA. 1974; VOL. 2; NO 5; PP. 935-949; BIBL. 10 REF.Article

ASYMPTOTIC COVARIANCE MATRIX OF PROCEDURES FOR LINEAR REGRESSION IN THE PRESENCE OF FIRST-ORDER AUTOREGRESSIVE DISTURBANCESCOOPER JP.1972; ECONOMETRICA; E.U.; DA. 1972; VOL. 40; NO 2; PP. 305-310; BIBL. 5 REF.Serial Issue

MULTIVARIATE LINEAR RELATIONSHIPS: MAXIMUM LIKELIHOOD ESTIMATION AND REGRESSION BOUNDSPATEFIELD WM.1981; J.R. STAT. SOC.; ISSN 0035-9246; GBR; DA. 1981; VOL. 43; NO 3; PP. 342-352; BIBL. 7 REF.Article

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