Zobrazeno 1 - 10
of 168
pro vyhledávání: '"Elliptically symmetric distributions"'
Publikováno v:
Statistical Theory and Related Fields, Vol 6, Iss 2, Pp 161-174 (2022)
With the development of modern science and technology, more and more high-dimensional data appear in the application fields. Since the high dimension can potentially increase the complexity of the covariance structure, comparing the covariance matric
Externí odkaz:
https://doaj.org/article/0886b7506cf6454a8ea239ab20c6ce22
Akademický článek
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Autor:
Chakraborty, Biman
Publikováno v:
Bernoulli, 1999 Aug 01. 5(4), 683-703.
Externí odkaz:
https://www.jstor.org/stable/3318697
Publikováno v:
Symmetry, Vol 13, Iss 8, p 1383 (2021)
This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-di
Externí odkaz:
https://doaj.org/article/1a5c57c2cdf540e89f42f192bfbb262e
Akademický článek
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Publikováno v:
SCANDINAVIAN JOURNAL OF STATISTICS, vol 48, iss 2
Scandinavian Journal of Statistics, vol 48, iss 2
Scandinavian Journal of Statistics, vol 48, iss 2
For any given multivariate distribution, explicit formulae for the asymptotic covariances of cumulant vectors of the third and the fourth order are provided here. General expressions for cumulants of elliptically symmetric multivariate distributions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48db0724a5831d4c5cdbfa02765d6fe3
https://doi.org/10.1111/sjos.12521
https://doi.org/10.1111/sjos.12521
Publikováno v:
International Conference on Acoustics, Speech and Signal Processing
International Conference on Acoustics, Speech and Signal Processing, May 2022, Singapour, Singapore. ⟨10.1109/ICASSP43922.2022.9747576⟩
International Conference on Acoustics, Speech and Signal Processing, May 2022, Singapour, Singapore. ⟨10.1109/ICASSP43922.2022.9747576⟩
Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of the underlying Gaussian assumption that is not robust. To fill this gap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c12f2ed2004a4d02f5d924be859c7aaf
http://arxiv.org/abs/2201.02967
http://arxiv.org/abs/2201.02967
Autor:
Esa Ollila, Arnaud Breloy
Publisher Copyright: © 1991-2012 IEEE. Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamforming (widening the spectral
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1553ef0742215951513e452eb4072a82
http://arxiv.org/abs/2109.01353
http://arxiv.org/abs/2109.01353
Autor:
Kotz, Samuel, Nadarajah, Saralees
Publikováno v:
Sankhyā: The Indian Journal of Statistics (2003-2007), 2003 Feb 01. 65(1), 207-223.
Externí odkaz:
https://www.jstor.org/stable/25053254
Autor:
Datta, Gauri Sankar, Ghosh, Malay
Publikováno v:
The Annals of Statistics, 1991 Dec 01. 19(4), 1748-1770.
Externí odkaz:
https://www.jstor.org/stable/2241902