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We consider the problem of estimating the scale matrix $\Sigma$ of the additif model $Y_{p\times n} = M + \mathcal{E}$, under a theoretical decision point of view. Here, $ p $ is the number of variables, $ n$ is the number of observations, $ M $ is a
Externí odkaz:
http://arxiv.org/abs/2006.00243
Autor:
Haddouche, Mohamed Anis
Beaucoup de résultats sur l’estimation d’une matrice d’échelle en analyse multidimensionnelle sont obtenus sous l’hypothèse de normalité (condition sous laquelle il s’agit de la matrice de covariance). Or il s’avère que, dans des dom
Externí odkaz:
http://www.theses.fr/2019NORMR058/document
Autor:
Haddouche, Mohamed Anis
Numerous results on the estimation of a scale matrix in multivariate analysis are obtained under Gaussian assumption (condition under which it is the covariance matrix). However in such areas as Portfolio management in finance, this assumption is not
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______166::e668672ec0f797d6671fc3632349449c
https://theses.hal.science/tel-02376077
https://theses.hal.science/tel-02376077
Autor:
Isabel Hilliger, Pedro J. Muñoz-Merino, Tinne De Laet, Alejandro Ortega-Arranz, Tracie Farrell
This book constitutes the proceedings of the 17th European Conference on Technology Enhanced Learning, EC-TEL 2022, held in Toulouse, France, in September 2022.The 30 research papers and 31 demo and poster papers presented in this volume were carefu