Mean and variance of balanced Pólya urns
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DOI: 10.1017/apr.2020.38
Abstract: Abstract It is well-known that in a small Pólya urn, i.e., an urn where the second largest real part of an eigenvalue is at most half the largest eigenvalue, the distribution of the numbers of… read more here.
Keywords: variance balanced; lya urns; mean variance; balanced lya ... See more keywords
Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
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DOI: 10.1080/01621459.2018.1429275
Abstract: ABSTRACT It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing… read more here.
Keywords: dependence; covariance estimation; matrix variate; mean covariance ... See more keywords
Basis expansions for functional snippets
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DOI: 10.1093/biomet/asaa088
Abstract: Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of… read more here.
Keywords: basis expansions; mean covariance; functional snippets; covariance ... See more keywords