Sökning: "rank covariance matrix"

Visar resultat 1 - 5 av 11 avhandlingar innehållade orden rank covariance matrix.

  1. 1. Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression

    Författare :Kristi Kuljus; Silvelyn Zwanzig; Dietrich von Rosen; Jana Jureckova; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; elliptical distributions; multivariate ranks; rank covariance matrix; linear rank regression; heteroscedastic errors; linear rank statistics; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. LÄS MER

  3. 2. On estimation of a structured rank covariance matrix

    Författare :Kristi Kuljus; Uppsala universitet; []
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  4. 3. Subspace Computations via Matrix Decompositions and Geometric Optimization

    Författare :Lennart Simonsson; Axel Ruhe; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Numerical Analysis; Rank-revealing UTV; Jacobi-Davidson algorithm; Decomposition; Grassmann type algorithms; Numerical analysis; Numerisk analys;

    Sammanfattning : This thesis is concerned with the computation of certain subspaces connected to a given matrix, where the closely related problem of approximating the matrix with one of lower rank is given special attention. To determine the rank and obtain bases for fundamental subspaces such as the range and null space of a matrix, computing the singular value decomposition (SVD) is the standard method. LÄS MER

  5. 4. Estimation Using Low Rank Signal Models

    Författare :Kaushik Mahata; Torsten Söderström; Mats Viberg; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; parameter estimation; separable least squares; statistical analysis; viscoelasticity; subspace algorithms; spectrum estimation; Signal processing; Signalbehandling;

    Sammanfattning : Designing estimators based on low rank signal models is a common practice in signal processing. Some of these estimators are designed to use a single low rank snapshot vector, while others employ multiple snapshots. This dissertation deals with both these cases in different contexts. LÄS MER

  7. 5. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

    Författare :Othmane Mazhar; Boualem Djehiche; Munther Dahleh; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Matematisk statistik; Mathematical Statistics;

    Sammanfattning : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. LÄS MER