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Fast Covariance Estimation for High-dimensional Functional Data

We propose two fast covariance smoothing methods and associated software that scale up linearly with the number of observations per function. Most available methods and software cannot smooth covariance matrices of dimension J > 500; a recently introduced sandwich smoother is an exception but is...

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Detalhes bibliográficos
Publicado no:Stat Comput
Main Authors: Xiao, Luo, Zipunnikov, Vadim, Ruppert, David, Crainiceanu, Ciprian
Formato: Artigo
Idioma:Inglês
Publicado em: 2014
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4758990/
https://ncbi.nlm.nih.gov/pubmed/26903705
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-014-9485-x
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