✦ LIBER ✦

Application of copulas to improve covariance estimation for partial least squares

✍ Scribed by Gina M. D'Angelo; Lisa A. Weissfeld

Book ID: 115562083
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 670 KB
Volume: 32
Category: Article
ISSN: 0277-6715
DOI: 10.1002/sim.5533

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Application of the simultaneous least sq

Application of the simultaneous least squares-probit Nelson–Olson covariance estimator for stratified surveys

✍ D.M. Lambert; S.H. Cho; S. Jung 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 199 KB

Application of least-squares techniques

Application of least-squares techniques for induction motor parameters estimation

✍ Koubaa, Yassine 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 447 KB

On the sensitivity of the restricted lea

On the sensitivity of the restricted least squares estimators to covariance misspecification

✍ Alan T.K. Wan; Guohua Zou; Huaizhen Qin 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 292 KB

Least-squares modal estimation of wrappe

Least-squares modal estimation of wrapped phases: application to phase unwrapping

✍ Arines, Justo 📂 Article 📅 2003 🏛 The Optical Society 🌐 English ⚖ 203 KB

Nonconvergence results for the applicati

Nonconvergence results for the application of least-squares estimation to Ill-posed problems

✍ T. I. Seidman 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 558 KB

The role of the covariance matrix in the

The role of the covariance matrix in the least-squares estimation for a common mean

✍ Y.L. Tong 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 406 KB

For n > 1 let X = (X 1 ..... X,)' have a mean vector 01 and covariance matrix ~r2~, where 1 = (1,..., 1)', ~E is a known positive definite matrix, and ~r ~ > 0 is either known or unknown. This model has been found useful when the observations X l ..... X, from a population with mean O are not indepe