𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the second-order statistics of the weighted sample covariance matrix

✍ Scribed by Zhengyuan Xu


Book ID
119821433
Publisher
IEEE
Year
2003
Tongue
English
Weight
684 KB
Volume
51
Category
Article
ISSN
1053-587X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Eigenelement Statistics of Sample Covari
✍ Petre Stoica; Torsten SΓΆderstrΓΆm πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 186 KB

This paper derives the asymptotic second-order moments of the distinct eigenvalues and the corresponding eigenvectors of a sample covariance matrix in the correlated snapshot case. The general moment formulas obtained herein encompass several previously published results as special cases. The formul

Estimating the covariance of bivariate o
✍ Alan D. Hutson πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 124 KB

In this note we develop a new analytic bootstrap-type method for estimating the covariance between the bivariate order statistics Xr:n and Ys:n. Correlation and regression estimators follow straightforward from this result. An easy-to-use method for calculating the nonparametric percentile conΓΏdence