Introduction Conclusions References

several practical problems of hypotheses testing can be under a general linear model analysis of variance which would be examined. in analysis of variance, when the response random variable y , has linear relationship with several random variables x, another important model as analysis of covariance can be used. in this paper, assuming that y is fuzzy and using dlr metric, a method for testing ...

Kernel canonical correlation analysis (CCA) is a nonlinear extension of CCA, which aims at extracting information shared by two random variables. In this paper, a new notion of conditional kernel CCA is introduced. Conditional kernel CCA aims at analyzing the effect of variable Z to the dependence between X and Y . Rates of convergence of an empirical normalized conditional cross-covariance ope...

The covariance between two variables in a multivariate Gaussian distribution is decomposed into a sum of path weights for all paths connecting the two variables in an undirected graph. These weights are useful in determining which variables are important in mediating correlation between the two path endpoints. The decomposition arises in undirected Gaussian graphical models and does not require...

Comparisons of eddy covariance (EC) tower measurements of CO2 concentration with mid-tropospheric observations from the Atmospheric Infrared Sounder (AIRS) allow for evaluation of the rising global signal of this greenhouse gas in relation to surface carbon dynamics. Using an information theory approach combining relative entropy and wavelet multi-resolution analysis, this study has explored co...

We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered.