Pages that link to "Item:Q2397127"
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The following pages link to A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127):
Displaying 9 items.
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
- Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← links)
- Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
- Best linear unbiased estimation for varying probability with and without replacement sampling (Q2302865) (← links)
- What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite? (Q3690896) (← links)
- A Compound Decision Approach to Covariance Matrix Estimation (Q6055869) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
- Ridge estimation of covariance matrix from data in two classes. (Q6584362) (← links)
