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「empirical covariance matrix」的推薦目錄:
empirical covariance matrix 在 Cholesky-based model averaging for covariance matrix ... 的推薦與評價
Estimation of large covariance matrices is of great importance in multivariate analysis. The mod- ified Cholesky decomposition is a commonly ... ... <看更多>
empirical covariance matrix 在 How many samples are needed to estimate a p-dimensional ... 的推薦與評價
That means that the covariance matrix of your p-dimensional sample has at most rank p. Therefore for any number of samples N, the rank of Sx ... ... <看更多>
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