Arbeitspapier
Implementing a new method for discriminant analysis when group covariance matrices are nearly singular
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2002,62
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Theis, Winfried
Röver, Christian
Pouwels, Britta
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2002
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Theis, Winfried
- Röver, Christian
- Pouwels, Britta
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2002
Ähnliche Objekte (12)
Implementing a New Method for Discriminant Analysis when Group Covariance Matrices are Nearly Singular
Consistent quantization of nearly singular superconducting circuits
Estimation and inference with a (nearly) singular Jacobian
Singular conditional autoregressive Wishart model for realized covariance matrices
A projection transformation method for nearly singular surface boundary element integrals
Estimation of optimal portfolio compositions for small sample and singular covariance matrix
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Nearly Roadkill
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
When to cross the spread: Curve following with singular control
Ten things to consider when implementing rationing guidelines during a pandemic
Large dynamic covariance matrices
Implementing a New Method for Discriminant Analysis when Group Covariance Matrices are Nearly Singular
Consistent quantization of nearly singular superconducting circuits
Estimation and inference with a (nearly) singular Jacobian
Singular conditional autoregressive Wishart model for realized covariance matrices
A projection transformation method for nearly singular surface boundary element integrals
Estimation of optimal portfolio compositions for small sample and singular covariance matrix
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Nearly Roadkill
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
When to cross the spread: Curve following with singular control
Ten things to consider when implementing rationing guidelines during a pandemic
Large dynamic covariance matrices
Implementing a New Method for Discriminant Analysis when Group Covariance Matrices are Nearly Singular
Consistent quantization of nearly singular superconducting circuits
Estimation and inference with a (nearly) singular Jacobian
Singular conditional autoregressive Wishart model for realized covariance matrices
A projection transformation method for nearly singular surface boundary element integrals
Estimation of optimal portfolio compositions for small sample and singular covariance matrix
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
Nearly Roadkill
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
When to cross the spread: Curve following with singular control
Ten things to consider when implementing rationing guidelines during a pandemic