A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A calibration method for non-positive definite covariance matrix in multivariate data analysis |
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A calibration method for non-positive definite covariance matrix in multivariate data analysis (English)
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29 May 2017
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covariance matrix calibration
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nearness problem
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non-positive definiteness
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spectral decomposition
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