- Weitere Titel
-
Kovarianzstrukturen in der multivariaten genomischen Vorhersage
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
München, Technische Universität München, Dissertation, 2019
- Ereignis
-
Veröffentlichung
- (wo)
-
München
- (wer)
-
Universitätsbibliothek der TU München
- (wann)
-
2019
- Urheber
-
Töpner, Katrin Alexandra
- Beteiligte Personen und Organisationen
-
Schön, Chris-Carolin
Gianola, Daniel
- URN
-
urn:nbn:de:bvb:91-diss-20190208-1452767-1-0
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:49 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Töpner, Katrin Alexandra
- Schön, Chris-Carolin
- Gianola, Daniel
- Universitätsbibliothek der TU München
Entstanden
- 2019
Ähnliche Objekte (12)
Hypothesis testing in multivariate normal models with block circular covariance structures
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
Covariance structure tests for multivariate t-distribution
Structures of multivariate dependence
Structures of Multivariate Dependence
Time varying covariance structures in financial markets
On the asymptotic covariance of the multivariate empirical copula process
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution
A multivariate Kernel approach to forecasting the variance covariance of stock market returns
A network based covariance test for detecting multivariate eQTL in saccharomyces cerevisiae
A reparameterization to improve numerical optimization in multivariate REML (co)variance component estimation
Hypothesis testing in multivariate normal models with block circular covariance structures
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
Covariance structure tests for multivariate t-distribution
Structures of multivariate dependence
Structures of Multivariate Dependence
Time varying covariance structures in financial markets
On the asymptotic covariance of the multivariate empirical copula process
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution
A multivariate Kernel approach to forecasting the variance covariance of stock market returns
A network based covariance test for detecting multivariate eQTL in saccharomyces cerevisiae
A reparameterization to improve numerical optimization in multivariate REML (co)variance component estimation
Hypothesis testing in multivariate normal models with block circular covariance structures
Testing covariance structures belonging to a quadratic subspace under a doubly multivariate model
Covariance structure tests for multivariate t-distribution
Structures of multivariate dependence
Structures of Multivariate Dependence
Time varying covariance structures in financial markets
On the asymptotic covariance of the multivariate empirical copula process
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
Ridge-type covariance and precision matrix estimators of the multivariate normal distribution
A multivariate Kernel approach to forecasting the variance covariance of stock market returns
A network based covariance test for detecting multivariate eQTL in saccharomyces cerevisiae