000170191 001__ 170191
000170191 005__ 20260407115449.0
000170191 0247_ $$2doi$$a10.1002/mma.70629
000170191 0248_ $$2sideral$$a148686
000170191 037__ $$aART-2026-148686
000170191 041__ $$aeng
000170191 100__ $$aBaz, Juan
000170191 245__ $$aHigh relative accuracy computations with covariance matrices of order statistics
000170191 260__ $$c2026
000170191 5060_ $$aAccess copy available to the general public$$fUnrestricted
000170191 5203_ $$aIn many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work, a method for estimating the covariance matrix of a Gaussian Markov Random Field under a total positivity constraint was proposed. This estimation allows for performing many numerical computations with covariance matrices to high relative accuracy (the relative error is of the order of machine precision). However, the necessary conditions for this estimation method to produce a covariance matrix that is close to the population covariance matrix may be too demanding for real‐life data. In this paper, we study a particular setting related to order statistics in which these necessary conditions are inherently satisfied. In addition to the theoretical study, an extensive discussion concerning many potential applications is addressed, and a real‐life example of an application related to sports data is presented.
000170191 536__ $$9info:eu-repo/grantAgreement/ES/DGA/E41-23R$$9info:eu-repo/grantAgreement/ES/MCIU/PID2022-138569NB-I00$$9info:eu-repo/grantAgreement/ES/MCIU/PID2022-139886NB-I00$$9info:eu-repo/grantAgreement/ES/MCIU/PID2022-140585NB-I00$$9info:eu-repo/grantAgreement/ES/MCIU/RED2022-134176-T
000170191 540__ $$9info:eu-repo/semantics/openAccess$$aby-nc-nd$$uhttps://creativecommons.org/licenses/by-nc-nd/4.0/deed.es
000170191 655_4 $$ainfo:eu-repo/semantics/article$$vinfo:eu-repo/semantics/publishedVersion
000170191 700__ $$aAlonso, Pedro
000170191 700__ $$0(orcid)0000-0002-1340-0666$$aPeña, Juan Manuel$$uUniversidad de Zaragoza
000170191 700__ $$aPérez-Fernández, Raúl
000170191 7102_ $$12005$$2595$$aUniversidad de Zaragoza$$bDpto. Matemática Aplicada$$cÁrea Matemática Aplicada
000170191 773__ $$g(2026), [17 pp.]$$pMath. methods appl. sci.$$tMathematical Methods in the Applied Sciences$$x0170-4214
000170191 8564_ $$s290157$$uhttps://zaguan.unizar.es/record/170191/files/texto_completo.pdf$$yVersión publicada
000170191 8564_ $$s2254273$$uhttps://zaguan.unizar.es/record/170191/files/texto_completo.jpg?subformat=icon$$xicon$$yVersión publicada
000170191 909CO $$ooai:zaguan.unizar.es:170191$$particulos$$pdriver
000170191 951__ $$a2026-03-26-14:31:23
000170191 980__ $$aARTICLE