Equivalence of Network Structures in Networks of Random Variables with Known and Unknown Shift Parameter

Journal of Mathematical Sciences. 2020. Vol. 248. No. 1. P. 129–137.

Колданов П. А.

It is proved that sign network with elliptical distribution with known shift parameter is equivalent
to sign network with elliptical distribution with unknown shift parameter estimated as sample mean.
This result is proved for the case of independent identically distributed observation and for the case
of sample from matrix elliptically contoured distribution with any dependence between observations.
 

Ключевые слова: sample mean, Random variable networks, Probability of sign coincidence, Network model, network structure, pearson correlation cefficient

ПУБЛИКАЦИЯ ПОДГОТОВЛЕНА ПО РЕЗУЛЬТАТАМ ПРОЕКТА: Исследование устойчивости алгоритмов анализа сетевых структур (2020)