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Record W3134381438 · doi:10.1063/5.0042853

Inference for the covariance and correlation matrices of multivariate sample using Wishart distribution

2021· article· en· W3134381438 on OpenAlexaboutno aff
A. Nikolova, Krasimira Prodanova

Bibliographic record

VenueAIP conference proceedings · 2021
Typearticle
Languageen
FieldMathematics
TopicStatistical Distribution Estimation and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsWishart distributionCovariance matrixEstimation of covariance matricesInverse-Wishart distributionMatrix t-distributionMultivariate normal distributionScatter matrixCovarianceStatisticsMathematicsMultivariate statisticsNormal-Wishart distributionMatrix normal distributionSample mean and sample covarianceInferenceLaw of total covarianceMultivariate t-distributionSample (material)Covariance intersectionComputer scienceArtificial intelligencePhysics

Abstract

fetched live from OpenAlex

The purpose of this article is to introdused the inference techniques for the mean vector μ, the correlation matrix π and the covariance matrix Σ of the multivariate normal sample and to apply these techniques using the software package STATISTICA 13.0 (StatSoft Inc, USA). The sample contains 50 weekly return observations (in percent) on each of ten stock portfolios constructed from stocks on the Toronto Stock Exchanges. Since the data are obtained as a random sample of multivariate normal distribution the Wishart distribution can be used to make inference about covariance matrix.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.910
Threshold uncertainty score0.520

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.108
GPT teacher head0.376
Teacher spread0.267 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2021
Admission routes1
Has abstractyes

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