نتایج جستجو برای: variance covariance structures

تعداد نتایج: 581374  

2007
Liam J. Revell Luke J. Harmon R. Brian Langerhans Jason J. Kolbe

Question: Is the pattern of phenotypic divergence among populations influenced by constraint in the form of the genetic covariances among characters? Background: Quantitative genetic theory predicts that when evolutionary lineages diverge simultaneously by genetic drift, the pattern of among-population divergence will parallel the pattern of within-population genetic variation and covariation. ...

Journal: :Journal of Educational and Behavioral Statistics 2014

2013
S. Dallaporta

This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for Wigner matrices [7] and stated the results for covariance matrices. They are proved in the present paper. Relying on the LUE example, which needs to be investi...

2005
PATRICK C. PHILLIPS KATRINA L. MCGUIGAN Jason B. Wolf

One of the features of organisms that makes the study of biology so compelling is their apparent complexity. Molecular, cellular, developmental, physiological, neurological, and behavioral systems are each fascinating in and of themselves, but it is their interaction that generates what we see as the organism as a whole. By necessity, biologists have a tendency to break down organisms into thei...

Journal: :Pakistan Journal of Statistics and Operation Research 2011

2008
Tiantian Qiu

The need to estimate variance-covariance matrix in a time series regression arises often in economic applications involving macroeconomic or finance data. In this paper, we study the behavior of two most popular covariance matrix estimators, namely the Kiefer, Vogelsang and Bunzel kernel estimator without truncation (Kiefer, Vogelsang and Bunzel 2000, KVB thereafter) and standard consistent ker...

Journal: :Statistics and Computing 1996
José C. Pinheiro Douglas M. Bates

The estimation of variance-covariance matrices in situations that involve the optimization of an objective function (e.g. a log-likelihood function) is usually a difficult numerical problem, since the resulting estimates should be positive semi-definite matrices. We can either use constrained optimization, or employ a parameterization that enforces this condition. We describe here five differen...

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