Sökning: "Separable Covariance Structure"

Hittade 2 uppsatser innehållade orden Separable Covariance Structure.

  1. 1. Reconstruction of past European land cover from pollen data: using spatial statistics and Crank-Nicolson Monte Carlo

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Lovisa Svensson; [2019]
    Nyckelord :Pollen data; compositional data; Dirichlet distribution; spatio-temporal reconstruction; Kronecker product; Gaussian Markov random field GMRF ; Markov Chain Monte Carlo MCMC ; Metropolis Hastings MH ; Metropolis adjusted Langevin algorithm MALA ; Mathematics and Statistics;

    Sammanfattning : Given a pollen data set from Europe over a time period, the aim is to reconstruct the past land cover by interpolating from the pollen data values to a continuous map. The data is on compositional form with three vegetation categories; coniferous forest, broadleaved forest and open land. LÄS MER

  3. 2. Likelihood ratio tests of separable or double separable covariance structure, and the empirical null distribution

    Master-uppsats, Matematiska institutionen

    Författare :Anneli Gottfridsson; [2011]
    Nyckelord :Empirical Null Distribution; Flip-flop Algorithm; Kronecker Product; Likelihood Ratio Test; Matrix Normal Distribution; Maximum Likelihood Estimator; Multilinear Normal Distribution; Separable Covariance Structure; Statistics.;

    Sammanfattning : The focus in this thesis is on the calculations of an empirical null distributionfor likelihood ratio tests testing either separable or double separable covariancematrix structures versus an unstructured covariance matrix. These calculationshave been performed for various dimensions and sample sizes, and are comparedwith the asymptotic χ2-distribution that is commonly used as an approximative distribution. LÄS MER