Capacity of the covariance perceptron

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: 10.1088/1751-8121/ab82dd

Event: Veröffentlichung

(where): Aachen

(who): Universitätsbibliothek der RWTH Aachen

(when): 2020

Creator: Dahmen, David
Gilson, Matthieu
Helias, Moritz

DOI: 10.18154/RWTH-2020-09302

URN: urn:nbn:de:101:1-2021022402295879461504

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:50 PM CET

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Associated

Dahmen, David
Gilson, Matthieu
Helias, Moritz
Universitätsbibliothek der RWTH Aachen

Time of origin

2020

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Capacity of the covariance perceptron

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Other Objects (12)

Nonparametric analysis of covariance

Nonparametric analysis of covariance

The empirical distance covariance of weakly dependent data

Dynamics of high-dimensional covariance matrices

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The Covariance Metric in the Blaschke Locus

Identification of the covariance structure of earnings using the gmm estimator

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Modeling the dynamics of large conditional heteroskedastic covariance matrices

Large dynamic covariance matrices

Estimation of the signal subspace without estimation of the inverse covariance matrix

Estimation of the signal subspace without estimation of the inverse covariance matrix

Nonparametric analysis of covariance

Nonparametric analysis of covariance

The empirical distance covariance of weakly dependent data

Dynamics of high-dimensional covariance matrices

Estimation of a multiplicative covariance structure

The Covariance Metric in the Blaschke Locus

Identification of the covariance structure of earnings using the gmm estimator

Identification of the covariance structure of earnings using the GMM estimator

Modeling the dynamics of large conditional heteroskedastic covariance matrices

Large dynamic covariance matrices

Estimation of the signal subspace without estimation of the inverse covariance matrix

Estimation of the signal subspace without estimation of the inverse covariance matrix

Nonparametric analysis of covariance

Nonparametric analysis of covariance

The empirical distance covariance of weakly dependent data

Dynamics of high-dimensional covariance matrices

Estimation of a multiplicative covariance structure

The Covariance Metric in the Blaschke Locus

Identification of the covariance structure of earnings using the gmm estimator

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Modeling the dynamics of large conditional heteroskedastic covariance matrices

Large dynamic covariance matrices

Estimation of the signal subspace without estimation of the inverse covariance matrix

Estimation of the signal subspace without estimation of the inverse covariance matrix

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