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
Jian-Xin Pan, Chao Huang, Daniel Farewell
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
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Improved second order estimation in the singular multivariate normal model
- A ridge regression estimation approach to the measurement error model
- Testing the equality of several covariance matrices with fewer observations than the dimension
- Computing a nearest symmetric positive semidefinite matrix
- Modified estimators of the contribution rates of population eigenvalues
- Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation
- An Approach to the Analysis of Repeated Measurements
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Nonparametric Estimation of Covariance Structure in Longitudinal Data
- An Introduction to Numerical Analysis for Electrical and Computer Engineers
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- A preconditioned Newton algorithm for the nearest correlation matrix
- Functions of Matrices
- A new look at the statistical model identification
