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 ...

Dobriban, Edgar 2015. Efficient computation of limit spectra of sample covariance matrices. Random Matrices: Theory and Applications, Vol. 04, Issue. 04, p. 1550019.

Robert Stelzer, MathSciNet 'This book deals with the analysis of covariance matrices under two different assumptions: large-sample theory and high-dimensional-data theory. While the former approach is ...

This is the GEE equivalent of the inverse of the Fisher information matrix that is often used in generalized linear models as an estimator of the covariance estimate of the maximum likelihood ...

while a negative covariance means they move in opposite directions. Variance refers to how far a stock moves relative to its mean. It is frequently used to measure the volatility of a stock's price ...

Reviewed by Robert C. KellyFact checked by Vikki VelasquezReviewed by Robert C. KellyFact checked by Vikki Velasquez What Is ...

Researchers discover how amyloid-β and tau pathologies interact to drive early neurophysiological changes and cognitive ...

Perceptual inference requires the integration of visual features through recurrent processing, the dynamic exchange of information between higher and lower level cortical regions. While animal ...