Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (Q2805267)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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