Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (Q2805267): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block |
scientific article |
Statements
Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (English)
0 references
10 May 2016
0 references
covariance matrix
0 references
correlation matrix
0 references
indefinite matrix
0 references
positive semidefinite matrix
0 references
shrinking
0 references
bisection method
0 references
Newton method
0 references
symmetric definite generalized eigenvalue problem
0 references
weighting
0 references
fixed block
0 references
