•  English
    • Persian
    • English
  •   Login
  • Ferdowsi University of Mashhad
  • |
  • Information Center and Central Library
    • Persian
    • English
  • Home
  • Source Types
    • Journal Paper
    • Ebook
    • Conference Paper
    • Standard
    • Protocol
    • Thesis
  • Use Help
Search 
  •   FUM Digital Library
  • Search
  •   FUM Digital Library
  • Search
  • All Fields
  • Title
  • Author
  • Year
  • Publisher
  • Subject
  • Publication Title
  • ISSN
  • DOI
  • ISBN
Advanced Search
JavaScript is disabled for your browser. Some features of this site may not work without it.

Search

Show Advanced FiltersHide Advanced Filters

Filters

Use filters to refine the search results.

Now showing items 1-10 of 281

    • Relevance
    • Title Asc
    • Title Desc
    • Year Asc
    • Year Desc
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100
  • Export
    • CSV
    • RIS
    • Sort Options:
    • Relevance
    • Title Asc
    • Title Desc
    • Issue Date Asc
    • Issue Date Desc
    • Results Per Page:
    • 5
    • 10
    • 20
    • 40
    • 60
    • 80
    • 100

    Two kinds of variance/covariance estimates in linear mixed models 

    Type: Journal Paper
    Author : Li, Z.
    Publisher: Springer
    Year: 2013

    A new test for random effects in linear mixed models with longitudinal data 

    Type: Journal Paper
    Author : Li, Zaixing - Zhu, Lixing
    Publisher: Elsevier
    Year: 2013

    Tests for covariance matrix with fixed or divergent dimension 

    Type: Journal Paper
    Author : Zhang, Rongmao - Peng, Liang - Wang, Ruodu
    Publisher: The Institute of Mathematical Statistics
    Year: 2013

    An exact test for a column of the covariance matrix based on a single observation 

    Type: Journal Paper
    Author : Bodnar, T. - Gupta, A.K.
    Publisher: Springer
    Year: 2013

    Improvement in finite sample properties of GMM based Wald tests 

    Type: Journal Paper
    Author : Chen, Q. - Ren, Y.
    Publisher: Springer-Verlag
    Year: 2013

    SURE tuned tapering estimation of large covariance matrices 

    Type: Journal Paper
    Author : Yi, Feng - Zou, Hui
    Publisher: Elsevier Science
    Year: 2013

    Error covariance matrix estimation using ridge estimator 

    Type: Journal Paper
    Author : Luo, June - Kulasekera, K.B.
    Publisher: Elsevier Science
    Year: 2013

    Posterior contraction in sparse Bayesian factor models for massive covariance matrices 

    Type: Journal Paper
    Publisher: The Institute of Mathematical Statistics
    Year: 2014

    Intelligent Error Covariance Matrix Resetting for Maneuver Target Tracking 

    Type: Journal Paper
    Author : محمدحسن بهاری; علی کارساز; محمدباقر نقیبی سیستانی; Mohamad Hasan Bahari; Ali Karsaz; Mohammad Bagher Naghibi Sistani
    Year: 2008
    Abstract:

    Intelligent Error Covariance Matrix Resetting for Maneuver Target Tracking...

    Groups acting on Gaussian graphical models 

    Type: Journal Paper
    Author : Draisma, Jan - Kuhnt, Sonja - Zwiernik, Piotr
    Publisher: The Institute of Mathematical Statistics
    Year: 2013
    • 1
    • 2
    • 3
    • 4
    • . . .
    • 29

    Author

    ... View More

    Publisher

    Year

    Keywords

    ... View More

    Type

    Language (ISO)

    Content Type

    Publication Title

    ... View More
    • About Us
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
    DSpace software copyright © 2019-2022  DuraSpace