Covariance matrix computation of the state variable of a stationary Gaussian process
スポンサーリンク
概要
Kluwer Academic Publishers | 論文
- Fisher information under restriction of Shannon information in multi-terminal situations
- Intervals and tests for weighted sum of percentiles θ(p) and θ(1-p) for symmetrical populations
- Factorial Orthogonality in the Presence of Covariates
- Estimation of the common mean of a bivariate normal population
- Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean