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

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 ...

Covariance is a statistical measure of how two assets move in relation to each other. It provides diversification and reduces the overall volatility for a portfolio. A positive covariance ...

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 ...

The oceans play a pivotal role in drawing down atmospheric carbon dioxide (CO₂) and have so far acted as a brake on the full ...

We've been writing a lot about Gaussian splatting recently. This high-fidelity alternative to photometry is a relatively new ...

This important paper takes a novel approach to the problem of automatically reconstructing long-range axonal projections from stacks of images. The key innovation is to separate the identification of ...

Objective To determine the association between survey-based self-reported problematic low energy availability indicators (LEA-I) and race performance and intra-event medical encounters during the ...