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Maximization of ESI. Jaynes principle in testing significant inputs of linear model
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M. MALYUTOV
Published/Copyright:
October 19, 2009
Published Online: 2009-10-19
Published in Print: 1998
Walter de Gruyter
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Articles in the same Issue
- Maximization of ESI. Jaynes principle in testing significant inputs of linear model
- On the integrated density of states for a certain ensemble of random matrices
- Application aspects of G-analysis
- Lower and upper exact estimations for products of random matrices
- Convergence rate of the expected spectral functions of symmetric random matrices is equal to o (n-1/2)
Articles in the same Issue
- Maximization of ESI. Jaynes principle in testing significant inputs of linear model
- On the integrated density of states for a certain ensemble of random matrices
- Application aspects of G-analysis
- Lower and upper exact estimations for products of random matrices
- Convergence rate of the expected spectral functions of symmetric random matrices is equal to o (n-1/2)
