PCA of Covariance Matrix of Historical Forward Rate Changes

Estimability of parameters of the covariance matrix and variance components

Optimization ◽

10.1080/02331937408842190 ◽

1974 ◽

Vol 5 (3) ◽

pp. 245-248

Author(s):

R. Pincus

Keyword(s):

Covariance Matrix ◽

Variance Components

Testing and Estimation When a Normal Covariance Matrix Has Intraclass Structure of Arbitrary Order

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917408548385 ◽

1974 ◽

Vol 3 (4) ◽

pp. 343-359

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Arbitrary Order

Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

Spatial Spoofing Signal Suppression Using the Constellation Covariance Matrix

Proceedings of the 29th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2016) ◽

10.33012/2016.14783 ◽

2016 ◽

Cited By ~ 1

Author(s):

L. Kurz ◽

S. Zorn ◽

T.G. Noll

Keyword(s):

Covariance Matrix ◽

Signal Suppression

SPATIAL SELECTION OF WIDE-BAND SOURCES BY COVARIANCE MATRIX EIGENVALUES

Telecommunications and Radio Engineering ◽

10.1615/telecomradeng.v73.i9.40 ◽

2014 ◽

Vol 73 (9) ◽

pp. 793-801

Author(s):

O. V. Sytnik ◽

V. M. Kartashov ◽

A.A. Suprun

Keyword(s):

Covariance Matrix ◽

Wide Band ◽

Spatial Selection ◽

Matrix Eigenvalues ◽

Selection Of

A Cumulative Sum Algorithm for Detecting Changes in the Covariance Matrix of Multidimensional Time Series

Vestnik MEI ◽

10.24160/1993-6982-2020-3-92-101 ◽

2020 ◽

Vol 3 (3) ◽

pp. 92-101

Author(s):

Gennadiy F. Filaretov ◽

◽

Pavel S. Simonenkov ◽

Keyword(s):

Time Series ◽

Covariance Matrix ◽

Cumulative Sum ◽

Multidimensional Time Series

Faculty Opinions recommendation of A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.718350670.793493808 ◽

2014 ◽

Author(s):

Zdeněk Valenta

Keyword(s):

Functional Genomics ◽

Covariance Matrix ◽

Large Scale ◽

Covariance Matrix Estimation ◽

Matrix Estimation ◽

Scale Covariance

Faculty Opinions recommendation of Accounting for Mutation Effects in the Additive Genetic Variance-Covariance Matrix and Its Inverse.

Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature ◽

10.3410/f.727871506.793534900 ◽

2017 ◽

Author(s):

Charles Baer

Keyword(s):

Covariance Matrix ◽

Genetic Variance ◽

Additive Genetic Variance ◽

Variance Covariance Matrix

Asymptotic Distributions of Functions of the Eigenvalues of the Sample Covariance Matrix and Canonical Correlation Matrix in Multivariate Time Series

10.21236/ada170282 ◽

1986 ◽

Author(s):

M. Taniguchi ◽

P. R. Krishnaiah

Keyword(s):

Time Series ◽

Covariance Matrix ◽

Canonical Correlation ◽

Correlation Matrix ◽

Multivariate Time Series ◽

Asymptotic Distributions ◽

Sample Covariance Matrix ◽

Sample Covariance

Effects of Estimated Noise Covariance Matrix in Optimal Signal Detection.

10.21236/ada162796 ◽

1985 ◽

Author(s):

C. G. Khatri ◽

C. R. Rao

Keyword(s):

Signal Detection ◽

Covariance Matrix ◽

Noise Covariance Matrix ◽

Noise Covariance ◽

Optimal Signal