Sökning: "covariance matrices"
Visar resultat 11 - 15 av 48 avhandlingar innehållade orden covariance matrices.
11. Testing spatial independence using a separable covariance matrix
Sammanfattning : Spatio-temporal processes like multivariate time series and stochastic processes occur in many applications, for example the observations from functional magnetic resonance imaging (fMRl) or positron emission tomography (PET). It is interesting to test independence between k sets of the variables, that is testing spatial independence. LÄS MER
12. Contributions to High–Dimensional Analysis under Kolmogorov Condition
Sammanfattning : This thesis is about high–dimensional problems considered under the so{called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p > n, assuming that the ratio converges when the number of parameters and the sample size increase. LÄS MER
13. Essays on Financial Markets
Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER
14. Large deviations of condition numbers and extremal eigenvalues of random matrices
Sammanfattning : Random matrix theory found applications in many areas, for instance in statistics random matrices are used to analyse multivariate data and their eigenvalues are used in hypothesis testing. Spectral properties of random matrices have been studied extensively in the literature dealing with both the bulk case (involving all the eigenvalues) and the extremal case (addressing the maximal and minimal eigenvalues). LÄS MER
15. Genetic variance and covariance components for across population evaluation of Brown Swiss cattle
Sammanfattning : Dairy cattle breeding is an international business, with trade of animal material across populations. Interbull performs international genetic evaluations of dairy bulls, enabling fair comparisons across populations. LÄS MER
