In some statistical process control applications, the quality of the product is characterized by thecombination of both correlated variable and attributes quality characteristics. In this paper, we propose anovel control scheme based on the combination of two multi-layer perceptron neural networks forsimultaneous monitoring of mean vector as well as the covariance matrix in multivariate-attribu...

agricultural activities are risky activities. in these activities, various natural, social and economic risks have created fragile and vulnerable situation for producers. price risk in agricultural products has caused financial problems for many producers and farmers. to deal with these price risks and price fluctuations, there are varieties of tools. this paper focused on futures markets instr...

This paper addresses subspace-based direction of arrival (DOA) estimation and its purpose is to complement previously available theoretical results generally obtained for specific algorithms. We focus on asymptotically (in the number of measurements) minimum variance (AMV) estimators based on estimates of orthogonal projectors obtained from singular value decompositions of sample covariance mat...

Markowitz’s portfolio selection problem chooses weights for stocks in a portfolio based on a covariance matrix of stock returns. Our study proposes to reduce noise in the estimated covariance matrix using a Tikhonov filter function. In addition, we propose a new strategy to resolve the rank deficiency of the covariance matrix, and a method to choose a Tikhonov parameter which determines a filte...

Introduced by C.R. Rao in 1945, the intraclass covariance matrix has seen little use in behavioral genetic research, despite the fact that it was developed to deal with family data. Here, I reintroduce this matrix, and outline its estimation and basic properties for data sets on pairs of relatives. The intraclass covariance matrix is appropriate whenever the research design or mathematical mode...