Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (Q2805267): Difference between revisions

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Latest revision as of 07:07, 13 November 2024

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Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block
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    Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (English)
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    10 May 2016
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    covariance matrix
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    correlation matrix
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    indefinite matrix
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    positive semidefinite matrix
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    shrinking
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    bisection method
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    Newton method
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    symmetric definite generalized eigenvalue problem
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    weighting
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    fixed block
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