Wishart exponential families on cones related to tridiagonal matrices.
- Published in:
- Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 2, p. 439, doi. 10.1007/s10463-018-0647-z
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- Publication type:
- Article
Works matching DE "WISHART matrices"
Results: 88
1
2
An Integrated Multi-feature Segmentation Method of Polarimetric SAR Images.
- Published in:
- Geomatics & Information Science of Wuhan University, 2014, v. 39, n. 12, p. 1419, doi. 10.13203/j.whugis20130469
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- Publication type:
- Article
3
On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices.
- Published in:
- Stat, 2024, v. 13, n. 2, p. 1, doi. 10.1002/sta4.706
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- Publication type:
- Article
4
Posterior convergence rates for high-dimensional precision matrix estimation using G-Wishart priors.
- Published in:
- Stat, 2017, v. 6, n. 1, p. 207, doi. 10.1002/sta4.147
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- Publication type:
- Article
5
Efficient computational method using random matrices describing critical thermodynamics.
- Published in:
- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2025, v. 36, n. 1, p. 1, doi. 10.1142/S0129183124501638
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- Publication type:
- Article
6
Random matrices theory elucidates the nonequilibrium critical phenomena.
- Published in:
- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2023, v. 34, n. 5, p. 1, doi. 10.1142/S0129183123500614
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- Publication type:
- Article
7
Lyapunov Exponents for Products of Complex Gaussian Random Matrices.
- Published in:
- Journal of Statistical Physics, 2013, v. 151, n. 5, p. 796, doi. 10.1007/s10955-013-0735-7
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- Publication type:
- Article
8
Supersymmetry Approach to Wishart Correlation Matrices: Exact Results.
- Published in:
- Journal of Statistical Physics, 2012, v. 148, n. 6, p. 981, doi. 10.1007/s10955-012-0567-x
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- Publication type:
- Article
9
Threshold for detecting high dimensional geometry in anisotropic random geometric graphs.
- Published in:
- Random Structures & Algorithms, 2024, v. 64, n. 1, p. 125, doi. 10.1002/rsa.21178
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- Publication type:
- Article
10
The Marčenko-Pastur law for sparse random bipartite biregular graphs.
- Published in:
- Random Structures & Algorithms, 2016, v. 48, n. 2, p. 313, doi. 10.1002/rsa.20581
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- Publication type:
- Article
11
On the Letac-Massam Conjecture on cones QA<sub>n</sub>.
- Published in:
- Proceedings of the Japan Academy, Series A: Mathematical Sciences, 2017, v. 93, n. 3a, p. 16, doi. 10.3792/pjaa.93.16
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- Publication type:
- Article
12
Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model.
- Published in:
- Operations Research, 2017, v. 65, n. 5, p. 1190, doi. 10.1287/opre.2017.1636
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- Publication type:
- Article
13
A Method for Improving Multivariate Measurement Systems Assessment.
- Published in:
- Quality & Reliability Engineering International, 2015, v. 31, n. 6, p. 977, doi. 10.1002/qre.1653
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- Publication type:
- Article
14
Analytical approximation of ZF Ricean rate in massive MIMO channels.
- Published in:
- Electronics Letters (Wiley-Blackwell), 2019, v. 55, n. 4, p. 224, doi. 10.1049/el.2018.6325
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- Publication type:
- Article
15
Dynamic principal component CAW models for high-dimensional realized covariance matrices.
- Published in:
- Quantitative Finance, 2020, v. 20, n. 5, p. 799, doi. 10.1080/14697688.2019.1701197
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- Publication type:
- Article
16
A flexible spot multiple-curve model.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 10, p. 1465, doi. 10.1080/14697688.2015.1108521
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- Publication type:
- Article
17
KRYTERIUM MOJENY I WISHARTA W ANALIZIE SKUPIEŃ - PRZYPADEK SKUPIEŃ O RÓŻNYCH MACIERZACH KOWARIANCJI.
- Published in:
- Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2013, n. 278, p. 206
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- Publication type:
- Article
18
The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility.
- Published in:
- Journal of Business & Economic Statistics, 2017, v. 35, n. 4, p. 513, doi. 10.1080/07350015.2015.1096788
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- Publication type:
- Article
19
Efficient Simulation of the Wishart Model.
- Published in:
- IUP Journal of Computational Mathematics, 2012, p. 14
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- Publication type:
- Article
20
Functional inverted Wishart for Bayesian multivariate spatial modeling with application to regional climatology model data.
- Published in:
- Environmetrics, 2017, v. 28, n. 7, p. n/a, doi. 10.1002/env.2467
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- Publication type:
- Article
21
Assessing systematic effects of stroke on motor control by using hierarchical function-on-scalar regression.
- Published in:
- Journal of the Royal Statistical Society: Series C (Applied Statistics), 2016, v. 65, n. 2, p. 215, doi. 10.1111/rssc.12115
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- Publication type:
- Article
22
Use of Wishart Prior and Simple Extensions for Sparse Precision Matrix Estimation.
- Published in:
- PLoS ONE, 2016, v. 11, n. 2, p. 1, doi. 10.1371/journal.pone.0148171
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- Publication type:
- Article
23
Long-Term Yield in an Affine HJM Framework on Sd+.
- Published in:
- Applied Mathematics & Optimization, 2018, v. 77, n. 3, p. 405, doi. 10.1007/s00245-016-9379-8
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- Publication type:
- Article
24
Entropic CLT and Phase Transition in High-dimensional Wishart Matrices.
- Published in:
- IMRN: International Mathematics Research Notices, 2018, v. 2018, n. 2, p. 588, doi. 10.1093/imrn/rnw243
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- Publication type:
- Article
25
Real Second-Order Freeness and the Asymptotic Real Second-Order Freeness of Several Real Matrix Models.
- Published in:
- IMRN: International Mathematics Research Notices, 2014, v. 2014, n. 12, p. 3353, doi. 10.1093/imrn/rnt043
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- Publication type:
- Article
26
Distribution functions for edge eigenvalues in orthogonal and symplectic ensembles: Painlevé representations.
- Published in:
- IMRN: International Mathematics Research Notices, 2005, v. 2005, n. 37, p. 2263, doi. 10.1155/IMRN.2005.2263
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- Publication type:
- Article
27
A Spectral Investigation of Criticality and Crossover Effects in Two and Three Dimensions: Short Timescales with Small Systems in Minute Random Matrices.
- Published in:
- Entropy, 2024, v. 26, n. 5, p. 395, doi. 10.3390/e26050395
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- Publication type:
- Article
28
No Statistical-Computational Gap in Spiked Matrix Models with Generative Network Priors †.
- Published in:
- Entropy, 2021, v. 23, n. 1, p. 115, doi. 10.3390/e23010115
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- Publication type:
- Article
29
The Differential Entropy of the Joint Distribution of Eigenvalues of Random Density Matrices.
- Published in:
- Entropy, 2016, v. 18, n. 9, p. 342, doi. 10.3390/e18090342
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- Publication type:
- Article
30
THE ROLE OF SECTORAL SHIFTS IN THE DECLINE OF REAL GDP VOLATILITY.
- Published in:
- Macroeconomic Dynamics, 2013, v. 17, n. 3, p. 477, doi. 10.1017/S1365100511000289
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- Publication type:
- Article
31
Unsupervised PolSAR image classification based on sparse representation.
- Published in:
- International Journal of Remote Sensing, 2019, v. 40, n. 16, p. 6224, doi. 10.1080/01431161.2019.1587209
- By:
- Publication type:
- Article
32
The Jeffries–Matusita distance for the case of complex Wishart distribution as a separability criterion for fully polarimetric SAR data.
- Published in:
- International Journal of Remote Sensing, 2014, v. 35, n. 19, p. 6859, doi. 10.1080/01431161.2014.960614
- By:
- Publication type:
- Article
33
Distributed Airborne MIMO Radar Detection in Compound-Gaussian Clutter without Training Data.
- Published in:
- Circuits, Systems & Signal Processing, 2018, v. 37, n. 10, p. 4617, doi. 10.1007/s00034-018-0783-y
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- Publication type:
- Article
34
Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments.
- Published in:
- Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 105, doi. 10.1007/s11009-011-9224-0
- By:
- Publication type:
- Article
35
Multiple Antenna Spectrum Sensing Based on GLR Detector in Cognitive Radios.
- Published in:
- Wireless Personal Communications, 2020, v. 110, n. 4, p. 1915, doi. 10.1007/s11277-019-06819-8
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- Publication type:
- Article
36
Unsupervised classification for hybrid polarimetric SAR data based on scattering mechanisms and Wishart classifier.
- Published in:
- Electronics Letters (Wiley-Blackwell), 2015, v. 51, n. 19, p. 1530, doi. 10.1049/el.2015.1627
- By:
- Publication type:
- Article
37
ON THE DISTRIBUTION OF THE l<sup>th</sup> LARGEST EIGENVALUE OF SPIKED COMPLEX WISHART MATRICES.
- Published in:
- Acta Physica Polonica B, 2020, v. 51, n. 7, p. 1687, doi. 10.5506/APhysPolB.51.1687
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- Publication type:
- Article
38
Visualization of and Software for Omnibus Test-Based Change Detected in a Time Series of Polarimetric SAR Data.
- Published in:
- Canadian Journal of Remote Sensing, 2017, v. 43, n. 6, p. 582, doi. 10.1080/07038992.2017.1394182
- By:
- Publication type:
- Article
39
WISDoM: Characterizing Neurological Time Series With the Wishart Distribution.
- Published in:
- Frontiers in Neuroinformatics, 2021, v. 14, p. N.PAG, doi. 10.3389/fninf.2020.611762
- By:
- Publication type:
- Article
40
A Comparison of Inverse-Wishart Prior Specifications for Covariance Matrices in Multilevel Autoregressive Models.
- Published in:
- Multivariate Behavioral Research, 2016, v. 51, n. 2/3, p. 185, doi. 10.1080/00273171.2015.1065398
- By:
- Publication type:
- Article
41
The Performance Analysis Based on SAR Sample Covariance Matrix.
- Published in:
- Sensors (14248220), 2012, v. 12, n. 3, p. 2766, doi. 10.3390/s120302766
- By:
- Publication type:
- Article
42
Handling dependent samples in meta-analytic structural equation models: A Wishart-based approach.
- Published in:
- Behavior Research Methods, 2024, v. 56, n. 6, p. 6101, doi. 10.3758/s13428-024-02340-4
- By:
- Publication type:
- Article
43
Bayesian Wishart matrix factorization.
- Published in:
- Data Mining & Knowledge Discovery, 2016, v. 30, n. 5, p. 1166, doi. 10.1007/s10618-016-0474-x
- By:
- Publication type:
- Article
44
Novel Partitioning Algorithm for a Gaussian Inverse Wishart PHD Filter for Extended Target Tracking.
- Published in:
- KSII Transactions on Internet & Information Systems, 2017, v. 11, n. 11, p. 5491, doi. 10.3837/tiis.2017.11.017
- By:
- Publication type:
- Article
45
Moderate deviations and central limit theorem for small perturbation Wishart processes.
- Published in:
- Frontiers of Mathematics in China, 2014, v. 9, n. 1, p. 1, doi. 10.1007/s11464-013-0291-0
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- Publication type:
- Article
46
Limit behavior for Wishart matrices with Skorohod integrals.
- Published in:
- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2021, v. 18, p. 1625, doi. 10.30757/ALEA.v18-59
- By:
- Publication type:
- Article
47
Spectral asymptotic expansion of Wishart matrices with exploding moments.
- Published in:
- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2018, v. 15, p. 897, doi. 10.30757/ALEA.v15-34
- By:
- Publication type:
- Article
48
OPTIMAL PORTFOLIOS FOR FINANCIAL MARKETS WITH WISHART VOLATILITY.
- Published in:
- Journal of Applied Probability, 2013, v. 50, n. 4, p. 1025, doi. 10.1239/jap/1389370097
- By:
- Publication type:
- Article
49
Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model.
- Published in:
- Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 1, doi. 10.1093/jjfinec/nby007
- By:
- Publication type:
- Article
50
Robust adaptive multi‐target tracking with unknown measurement and process noise covariance matrices.
- Published in:
- IET Radar, Sonar & Navigation (Wiley-Blackwell), 2022, v. 16, n. 4, p. 735, doi. 10.1049/rsn2.12216
- By:
- Publication type:
- Article