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Covariances with OWA operators and Bonferroni means
(Springer, 2020)
The covariance is a statistical technique that is widely used to measure the dispersion between two sets of elements. This work develops new covariance measures by using the ordered weighted average (OWA) operator and ...
General covariance, Lorentz covariance, the Lorentz force, and Maxwell equations
(American Institute of Physics (AIP), 1996-08-01)
General covariance, Lorentz covariance, the Lorentz force, and Maxwell equations
(American Institute of Physics (AIP), 1996-08-01)
Stein hypothesis and screening effect for covariances with compact support
(Inst Mathematical Statistics, 2020)
In spatial statistics, the screening effect historically refers to the situation when the observations located far from the predict and receive a small (ideally, zero) kriging weight. Several factors play a crucial role ...
A bivariate generalized exponential distribution derived from copula functions in the presence of censored data and covariates
(2015-01-01)
In this paper, we introduce a Bayesian analysis for a bivariate generalized exponential distribution in the presence of censored data and covariates derived from Copula functions. The generalized exponential distribution ...
Operator ordering for generally covariant systems
(North-holland, 2000-12)
The constriant operators belonging to a generally covariant system are found out within the framework of the BRST formalism. The result embraces quadratic Hamiltonian constraints whose potential can factorized as a never ...
The Synthetic Control Chart Based on Two Sample Variances for Monitoring the Covariance Matrix
(John Wiley & Sons Ltd, 2009-07-01)
In this article, we propose a new statistic to control the covariance matrix of bivariate processes. This new statistic is based on the sample variances of the two quality characteristics, in short VMAX statistic. The ...
The Synthetic Control Chart Based on Two Sample Variances for Monitoring the Covariance Matrix
(John Wiley & Sons Ltd, 2009-07-01)
In this article, we propose a new statistic to control the covariance matrix of bivariate processes. This new statistic is based on the sample variances of the two quality characteristics, in short VMAX statistic. The ...
Simulation of intrinsic random fields of order k with a continuous spectral algorithm
(Springer New York LLC, 2018)
Intrinsic random fields of order k, defined as random fields whose high-order increments (generalized increments of order
k) are second-order stationary, are used in spatial statistics to model regionalized variables ...
A new chart based on sample variances for monitoring the covariance matrix of multivariate processes
(Springer London Ltd, 2009-04-01)
In this article, we propose a control chart for detecting shifts in the covariance matrix of a multivariate process. The monitoring statistic is based on the standardized sample variance of p quality characteristics we ...