搜索结果: 1-15 共查到“理论统计学 correlation”相关记录17条 . 查询时间(0.025 秒)
Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis
Adaptive Lasso Canonical Correlation Analysis Multivariate Regression
2016/1/25
The problem of regression shrinkage and selection for multivariate regression is considered. The goal is to consistently identify those variables relevant for regression. This is done not only for pre...
Analysis of elliptical copula correlation factor model with Kendall's tau
Elliptical copula correlation matrix factor model Kendall’s tau nuclear norm penalty oracle inequality primal-dual certificate
2013/6/14
We study a factor model for the correlation matrix $\Sigma\in\RR^{d\times d}$ of an elliptical copula. The correlations are connected to Kendall's tau and a natural estimation procedure is to plug-in ...
On near(est) correlation matrix
Correlation matrix positive semidefinite matrix matrix nearness problem versal deformations of matrices
2013/4/27
We present an elementary heuristic reasoning based on Arnold's theory of versal deformations in support of a straightforward algorithm for finding a correlation matrix near the given symmetric one.
Predictive Correlation Screening: Application to Two-stage Predictor Design in High Dimension
Predictive Correlation Screening Application Two-stage Predictor Design High Dimension
2013/4/27
We introduce a new approach to variable selection, called Predictive Correlation Screening, for predictor design. Predictive Correlation Screening (PCS) implements false positive control on the select...
On the Weakenesses of Correlation Measures used for Search Engines' Results (Unsupervised Comparison of Search Engine Rankings)
Search Engines Correlation Measures Search Engine Rankings
2011/7/19
The correlation of the result lists provided by search engines is fundamental and it has deep and multidisciplinary ramifications. Here, we present automatic and unsupervised methods to assess whether...
Efficient Emulators of Computer Experiments Using Compactly Supported Correlation Functions, With an Application to Cosmology
Efficient Emulators Correlation Functions Cosmology
2011/7/19
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positiv...
Life time of correlation between stocks prices on established and emerging markets
Life time of correlation correlation coefficient price history stocks
2011/6/21
The correlation coefficient between stocks depends on price history and
includes information on hierarchical structure in financial markets. It is
useful for portfolio selection and estimation of ri...
Constrained probability distributions of correlation functions
cosmology gravitational lensing large scale structure of the Universe galaxies statistics Methods statistical
2011/6/21
Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used
in Bayesian parameter estimation, their likelihood function is usually replac...
Supersymmetry approach to Wishart correlation matrices: Exact results
Statistics Theory (math.ST) Mathematical Physics (math-ph)
2010/12/17
We calculate the marginal probability density of real and complex Wishart correlation matrices. For deep mathematical reasons, no explicit expression could be obtained for the real case so far. We cir...
Validated Intraclass Correlation Statistics to Test Item Performance Models
Model test misfit detection intraclass correlation item performance databases
2010/10/14
A new method, with an application program in Matlab code, is proposed for testing item performance models on empirical databases. This method uses data intraclass correlation statistics as expected co...
GENERALIZED SEPARATION THEOREMS FOR SINGULAR VALUES OF A MATRIX AND THEIR APPLICATIONS IN CANONICAL CORRELATION ANALYSIS
Canonical correlations conditional canonical correlations singular values.
2009/9/18
Rao (1979) established separation theorems for singular
values of a matrix and showed their applications in multivariate
analysis. In this paper, we provide generalized separation theorems for
sing...
Conditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation
Conditional Maximum Likelihood Estimation Control Charts the Presence of Correlation
2009/9/17
Conditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation。
Gene ranking and biomarker discovery under correlation
Gene ranking biomarker discovery correlation
2010/3/18
Biomarker discovery and gene ranking is a standard task in genomic
high throughput analysis. Typically, the ordering of markers is based on a stabilized
variant of the t-score, such as the moderated...
Gaussian Bounds for Noise Correlation of Functions
Gaussian Bounds Noise Correlation Functions
2010/4/27
In this paper we derive tight bounds on the expected value of products of low influence functions defined on correlated probability spaces. The proofs are based on extending Fourier theory to an arbit...
On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
asymptotic behaviour Second-Order Correlation Function Symmetric Matrix
2009/3/20
We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a rand...