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Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameteri...
Some covariance models based on normal scale mixtures
cross covariance function Gneiting's class rainfall model spatio-temporal model
2011/3/24
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance ...
A Weak Law of Large Numbers for the Sample Covariance Matrix
Law of large numbers,affine normalization sample covariance domain of attraction generalized domain of attraction
2009/5/4
In this article we consider the sample covariance matrix formed from a sequence of independent and identically distributed random vectors from the generalized domain of attraction of the multivariate ...