J. Phillip Cooper, Asymptotic Covariance Matrix of Procedures for Linear Regression in the Presence of First-Order Autoregressive Disturbances, Econometrica, Vol. 40, No. 2 (Mar., 1972), pp. 305-310 ...

The latter extends Bartlett's formula for the asymptotic covariance between two sample cross-correlations. Biometrika is primarily a journal of statistics in which emphasis is placed on papers ...

The matrix Bingham distribution is a measure on the set of low-dimensional frames that has found applications in mixture models, shape analysis, statistical signal processing, and control. Although ...

requests that the asymptotic covariance matrix of the covariance parameters be displayed. By default, this matrix is the observed inverse Fisher information matrix, which equals 2H-1, where H is the ...

Attention-based architectures are a powerful force in modern AI. In particular, the emergence of in-context learning abilities enables task generalization far beyond the original next-token prediction ...

We demonstrate the impact of conditional correlation on an asymptotic single risk factor model within the framework of dynamic credit provisioning and stress testing. Specifically, we show the effect ...

Extracting the asymptotic behavior of S-matrix elements from their phases Journal: Journal of High Energy Physics Published: 2024-11-27 DOI: 10.1007/jhep11 (2024)155 Affiliations: 1 Authors: 2 Go ...