This paper assesses the performance of regularized generalized least squares (RGLS) and reweighted (RLS) methodologies in a confirmatory factor analysis model. Normal theory maximum likelihood (ML) (GLS) statistics are based on large sample statistical theory. However, ML GLS goodness-of-fit tests often make incorrect decisions true model, when size is small. The novel methods RGLS RLS aim to c...

Covariances play a fundamental role in the theory of time series and they are critical quantities that are needed in both spectral and time domain analysis. Estimation of covariance matrices is needed in the construction of confidence regions for unknown parameters, hypothesis testing, principal component analysis, prediction, discriminant analysis among others. In this paper we consider both l...

Article history: Received 14 November 2009 Received in revised form 29 April 2010 Accepted 6 May 2010

This paper proposes a new covariance matching based technique for blurred image PSF (point spread function) estimation. A patch based image degradation model is proposed for the covariance matching estimation framework. A robust covariance metric which is based on Riemannian manifold is adapted to measure the distance between covariance matrices. The optimal PSF is computed by minimizing the di...

The Covariance NMR Toolbox is a new software suite that provides a streamlined implementation of covariance-based analysis of multi-dimensional NMR data. The Covariance NMR Toolbox uses the MATLAB or, alternatively, the freely available GNU OCTAVE computer language, providing a user-friendly environment in which to apply and explore covariance techniques. Covariance methods implemented in the t...

While linear covariance analysis is widely used for navigation system design and analysis, it is often overlooked as a tool for closed-loop guidance navigation and control (GN&C) system design and analysis. This article presents an overview of the techniques and methods required to develop a linear covariance analysis tool for a close-loop GN&C system. Then, using a simple nonlinear closed-loop...

The behavior of the ”constants”, G, c, h̄, a, e, mi and Λ, considering them as variable, in the framework of a flat cosmological model with FRW symmetries described by a bulk viscous fluid and considering mechanisms of adiabatic matter creation are investigated. Within two models; one with radiation predominance and another of matter predominance, this behavior are studied. We find that with the...

We study the operator-valued free Fisher information of random matrices in an operator-valued noncommutative probability space. We obtain a formula for Φ M2(B) (A,A,M2(B), η), where A ∈ M2(B) is a 2 × 2 operator matrix on B, and η is linear operators on M2(B). Then we consider a special setting: A is an operator-valued semicircular matrix with conditional expectation covariance, and find that Φ...

The statistical analysis of covariance operators in a functional data analysis setting is considered. Many suitable distances to compare covariance operators are presented and in particular the problem of estimating the average covariance operators among different groups is addressed. Finally, an applied problem in which this methodology has proved useful is introduced, namely, exploring phonet...