Positive definite matrix approximation with condition number constraint
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Cites work
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 635657 (Why is no real title available?)
- A well-conditioned estimator for large-dimensional covariance matrices
- Estimation of a covariance matrix under Stein's loss
- Estimation with quadratic loss.
- Optimization Methods in Finance
- Shrinkage Estimators for Covariance Matrices
- The variational form of certain Bayes estimators
Cited in
(9)- Efficient algorithms for solving condition number-constrained matrix minimization problems
- An efficient numerical method for condition number constrained covariance matrix approximation
- Spectrally constrained optimization
- Linear maps preserving (p,k)-norms of tensor products of matrices
- Minimal condition number for positive definite Hankel matrices using semidefinite programming
- Positive definite constrained least-squares estimation of matrices
- Conditioning analysis of positive definite matrices by approximate factorizations
- Improved M-matrix condition for the existence of positive-real weighting
- Condition number minimization in Euclidean Jordan algebras
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