Jackknife covariance matrix estimation for observations from mixture
نویسندگان
چکیده
منابع مشابه
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Estimation of population covariance matrices from samples of multivariate data is important. (1) Estimation of principle components and eigenvalues. (2) Construction of linear discriminant functions. (3) Establishing independence and conditional independence. (4) Setting confidence intervals on linear functions. Suppose we observed p dimensional multivariate samples X1, X2, · · · , Xn i.i.d. wi...
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Acknowledgment I thank Selex ES and SESM for supporting my PhD's scholarship. Also, I express my gratitude to Dr. Alfonso Farina for his technical support during my research activities, the continuous assistance, encouragement and kindness demonstrated during these three years.
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ژورنال
عنوان ژورنال: Modern Stochastics: Theory and Applications
سال: 2019
ISSN: 2351-6046,2351-6054
DOI: 10.15559/19-vmsta145