On the second-order statistics of the weighted sample covariance matrix
β Scribed by Zhengyuan Xu
- Book ID
- 119821433
- Publisher
- IEEE
- Year
- 2003
- Tongue
- English
- Weight
- 684 KB
- Volume
- 51
- Category
- Article
- ISSN
- 1053-587X
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π SIMILAR VOLUMES
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
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