16 search results - page 1 / 4 » Asymptotic expansion of the minimum covariance determinant e... |
MA
2010
Springer
13 years 3 months ago
2010
Springer
In Cator and Lopuha¨a [3] an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-singularity of ...
CORR
2011
Springer
13 years 10 days ago
2011
Springer
Abstract—We consider a certain class of large random matrices, composed of independent column vectors with zero mean and different covariance matrices, and derive asymptotically ...
IROS
2007
IEEE
13 years 11 months ago
2007
IEEE
Abstract – We present a method for quickly determining the minimum distance between multiple known and multiple unkown objects within a camera image. Known objects are objects wi...
TSP
2008
13 years 5 months ago
2008
We consider the problem of estimating the covariance matrix of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly ...
SIAMJO
2010
13 years 2 days ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...