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pro vyhledávání: '"Joris Chau"'
Publikováno v:
EFSA Supporting Publications. 17
Autor:
Rainer von Sachs, Joris Chau
Publikováno v:
Journal of the American Statistical Association, Vol. 116, no. 534, p. 819-832 (2021)
Intrinsic wavelet transforms and wavelet estimation methods are introduced for curves in the non-Euclidean space of Hermitian positive definite matrices, with in mind the application to Fourier spectral estimation of multivariate stationary time seri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d18c3318fa9387de1fe7fbaa1c12f9c6
Nondegenerate covariance, correlation, and spectral density matrices are necessarily symmetric or Hermitian and positive definite. This article develops statistical data depths for collections of Hermitian positive definite matrices by exploiting the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36bbbf96ad3dbcf1fddef7fd8a8ac3ad