Positive definite norm dependent matrices in stochastic modeling

DOI10.2478/DEMA-2014-0017MaRDI QIDQ2450237zbMATH OpenOpenAlexFDO

Authors Sebastian P. Kuniewski, J. Misiewicz

Publication date 19 May 2014

Published in Demonstratio Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.2478/dema-2014-0017

zbMATH Keywords

correlation matrixnorm dependent functionpositive definite function

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(3)

• Positive definite constrained least-squares estimation of matrices
• \(\ell_1\)-symmetric vector random fields
• Construction, properties and statistical applications of positive definite intraclass matrix

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