✦ LIBER ✦

Testing the rank of the Hankel covariance matrix: a statistical approach

✍ Scribed by Camba-Mendez, G.; Kapetanios, G.

Book ID: 120985244
Publisher: IEEE
Year: 2001
Tongue: English
Weight: 240 KB
Volume: 46
Category: Article
ISSN: 0018-9286
DOI: 10.1109/9.905704

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A numerical approach to the approximate

A numerical approach to the approximate and the exact minimum rank of a covariance matrix

✍ Jos M. F. ten Berge; Henk A. L. Kiers 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 573 KB

On the Distribution of a Statistic Used

On the Distribution of a Statistic Used for Testing a Covariance Matrix

✍ Basil P. Korin 📂 Article 📅 1968 🏛 Oxford University Press 🌐 English ⚖ 572 KB

Estimating the covariance matrix: a new

Estimating the covariance matrix: a new approach

✍ T. Kubokawa; M.S. Srivastava 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 242 KB

In this paper, we consider the problem of estimating the covariance matrix and the generalized variance when the observations follow a nonsingular multivariate normal distribution with unknown mean. A new method is presented to obtain a truncated estimator that utilizes the information available in

Bootstrap Testing of the Rank of a Matri

Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation

✍ Portier, François; Delyon, Bernard 📂 Article 📅 2014 🏛 American Statistical Association 🌐 English ⚖ 370 KB

The asymptotic expansion of the distribu

The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix

✍ Takesi Hayakawa 📂 Article 📅 1978 🏛 Springer Japan 🌐 English ⚖ 181 KB

A Single Statistic for Monitoring the Co

A Single Statistic for Monitoring the Covariance Matrix of Bivariate Processes

✍ Quinino, Roberto; Costa, A.; Lee Ho, Linda 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 186 KB