A calibration method for non-positive definite covariance matrix in multivariate data analysis
From MaRDI portal
Publication:2397127
DOI10.1016/j.jmva.2017.03.001zbMath1362.62136MaRDI QIDQ2397127
Daniel Farewell, Chao Huang, Jian-Xin Pan
Publication date: 29 May 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://orca.cf.ac.uk/98928/1/calibration%20method_Feb%202017.pdf
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