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pro vyhledávání: '"Haddouche, Mohamed Anis"'
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
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
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