Generalized dispersion matrices for covariance structural analysis
نویسندگان
چکیده
منابع مشابه
Generalized Thresholding of Large Covariance Matrices
We propose a new class of generalized thresholding operators that combine thresholding with shrinkage, and study generalized thresholding of the sample covariance matrix in high dimensions. Generalized thresholding of the covariance matrix has good theoretical properties and carries almost no computational burden. We obtain an explicit convergence rate in the operator norm that shows the tradeo...
متن کاملInformation Covariance Matrices for Multivariate Burr III and Logistic Distributions
Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, Human population, some biological organisms to model agricultural population data and survival data. We showed that ...
متن کاملIsotropic local laws for sample covariance and generalized Wigner matrices
We consider sample covariance matrices of the form X∗X, where X is an M × N matrix with independent random entries. We prove the isotropic local MarchenkoPastur law, i.e. we prove that the resolvent (X∗X − z)−1 converges to a multiple of the identity in the sense of quadratic forms. More precisely, we establish sharp high-probability bounds on the quantity 〈v , (X∗X − z)−1w〉 − 〈v ,w〉m(z), where...
متن کاملRank-based Procedures for Structural Hypotheses on Covariance Matrices
A wide class of structural models on multivariate normal covariance matrices can be expressed using symmetries. For example, a multivariate normal vector has the intraclass correlation structure (where all variances are equal, and all covariances are equal) if the covariance matrix is invariant under permutation of the components, and the components are independent if the covariance matrix in i...
متن کاملDispersion Analysis for Generalized Spin Polarizabilities
Over the past years, the virtual Compton scattering (VCS) process on the proton, accessed through the ep → epγ reaction, has become a powerful tool to provide new information on the internal structure of the nucleon . In the low energy regime below pion threshold, the outgoing photon in the VCS process plays the role of a quasi-constant applied electromagnetic dipole field and, through electron...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1990
ISSN: 0024-3795
DOI: 10.1016/0024-3795(90)90361-f