𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Numerical conditioning and asymptotic variance of subspace estimates

✍ Scribed by Alessandro Chiuso; Giorgio Picci

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
290 KB
Volume
40
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Asymptotic Properties of the Estimators
Asymptotic Properties of the Estimators for Multivariate Components of Variance
✍ S. Remadi; Y. Amemiya πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 736 KB

Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu

Estimation of the Asymptotic Variance of
Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes
✍ Armelle Guillou; Florence MerlevΓ¨de πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 196 KB

In order to construct confidence sets for a marginal density f of a strictly stationary continuous time process observed over the time interval [0, T ], it is necessary to have at one's disposal a Central Limit Theorem for the kernel density estimator f T . In this paper we address the question of n