在线学术报告 | 代文林副教授：基于支撑点的大规模低秩高斯过程预测
代文林，中国人民大学统计与大数据研究院预聘副教授，国家治理大数据和人工智能创新平台副主任。主要研究方向为非参数统计、复杂数据分析与应用统计。以主要作者身份在Journal of the American Statistical Association ...
Simon Fraser University7 年
Covariance Matrix
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...
Simon Fraser University7 年
Parameter Covariance Matrix
where nused is the number of non-missing observations and np is the number of estimable parameters. The standard error reported for the parameters is the sqrt of the ...
Investopedia1 个月
How Do You Interpret the Magnitude of the Covariance Between Two Variables?
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Dr. JeFreda R. Brown is a financial ...
JSTOR Daily1 年
Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
Annals of Economics and Statistics, No. 123/124, SPECIAL ISSUE ON RECENT DEVELOPMENTS IN FINANCIAL ECONOMETRICS (December 2016), pp. 103-134 (32 pages) https://doi ...