Sökning: "covariance matrices"
Visar resultat 6 - 10 av 48 avhandlingar innehållade orden covariance matrices.
6. Estimation in Multivariate Linear Models with Linearly Structured Covariance Matrices
Sammanfattning : This thesis focuses on the problem of estimating parameters in multivariate linear models where particularly the mean has a bilinear structure and the covariance matrix has a linear structure. Most of techniques in statistical modeling rely on the assumption that data were generated from the normal distribution. LÄS MER
7. A study of multilevel models with block circular symmetric covariance structures
Sammanfattning : This thesis concerns the study of multilevel models with specific patterned covariance structures and addresses the issues of maximum likelihoodestimation. In particular, circular symmetric hierarchical datastructures are considered. LÄS MER
8. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models
Sammanfattning : This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. LÄS MER
9. Modeling Realized Covariance of Asset Returns
Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER
10. Bayesian Inference with Unknown Noise Covariance
Sammanfattning : This thesis studies Bayesian methods in statistical signal processing. A central theme is that the treatment of the unknown noise covariance matrix is of chief concern for all scenarios. As a first application, the detection of land mines using infrared techniques is investigated. LÄS MER