Kryštof Eben

Follow

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Multilevel maximum likelihood estimation with application to covariance matrices	2018	Marie Turčičová Jan Mandel Kryštof Eben
+	Statistical Modeling for Improvement of Numerical-Model-Based Solar Radiation Forecasts	2017	Marek Brabec Kryštof Eben Emil Pelikán Pavel Krč Jaroslav Resler Pavel Juruš
+ PDF Chat	A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix	1994	Kryštof Eben
+ PDF Chat	Classification into two von Mises distributions with unknown mean directions	1983	Kryštof Eben

Common Coauthors

Coauthor	Papers Together
Pavel Krč	1
Emil Pelikán	1
Jaroslav Resler	1
Jan Mandel	1
Marek Brabec	1
Marie Turčičová	1
Pavel Juruš	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Aspects of Multivariate Statistical Theory	1982	Robb J. Muirhead	2
+	Generalized Additive Models: An Introduction with R, Second Edition	2017	Simon N. Wood	1
+ PDF Chat	Condition-Number-Regularized Covariance Estimation	2012	Joong‐Ho Won Johan Lim Seung-Jean Kim Bala Rajaratnam	1
+	The generalised product moment distribution in a normal system	1933	Jocelyn Wishart M. S. Bartlett	1
+ PDF Chat	Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices	2011	Tommaso Cai Tiefeng Jiang	1
+ PDF Chat	FAST FOURIER TRANSFORM ENSEMBLE KALMAN FILTER WITH APPLICATION TO A COUPLED ATMOSPHERE-WILDLAND FIRE MODEL	2010	Jan Mandel Jonathan Beezley Volodymyr Y. Kondratenko	1
+	The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses	1938	S. S. Wilks	1
+	Testing for complete independence in high dimensions	2005	James R. Schott	1
+ PDF Chat	Some Tests Concerning the Covariance Matrix in High Dimensional Data	2005	Muni S. Srivastava	1
+ PDF Chat	Gaussian measures in Banach spaces	1975	Hui-Hsiung Kuo	1
+	Unbiased Estimates of Density Functions	1969	Ya. P. Lumel’skii P. N. Sapozhnikov	1
+ PDF Chat	How Close is the Sample Covariance Matrix to the Actual Covariance Matrix?	2011	Roman Vershynin	1
+	Quantile Regression	2005	Roger Koenker	1
+ PDF Chat	Spectral diagonal ensemble Kalman filters	2015	Ivan Kasanický Jan Mandel Martin Vejmelka	1
+	Trace inequalities and quantum entropy: an introductory course	2010	Eric A. Carlen	1
+ PDF Chat	Wavelet ensemble Kalman filters	2011	Jonathan Beezley Jan Mandel Loren Cobb	1
+ PDF Chat	Think continuous: Markovian Gaussian models in spatial statistics	2012	Daniel Simpson Finn Lindgren Håvard Rue	1
+	Linear Statistical Inference and its Applications.	1966	J. Aitchison C. R. Rao	1
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	1