A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2594618066 / rank | |||
Normal rank |
Revision as of 20:24, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A calibration method for non-positive definite covariance matrix in multivariate data analysis |
scientific article |
Statements
A calibration method for non-positive definite covariance matrix in multivariate data analysis (English)
0 references
29 May 2017
0 references
covariance matrix calibration
0 references
nearness problem
0 references
non-positive definiteness
0 references
spectral decomposition
0 references