Nonnegative and positive definiteness of matrices modified by two matrices of rank one

DOI10.1016/0024-3795(91)90362-ZzbMATH Open0728.15011MaRDI QIDQ804677FDOQ804677

Jerzy K. Baksalary, Götz Trenkler

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

Hermitian matrixcharacterizationpositive definitemodification by a rank one matrixnonnegative definite

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Positive matrices and their generalizations; cones of matrices (15B48)

Cites Work

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• Generalized Inversion of Modified Matrices
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• Three theorems with applications to Euclidean distance matrices
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• Finding a positive semidefinite interval for a parametric matrix
• The positive semidefiniteness of partitioned matrices
• Criteria for the validity of Fisher's condition for balanced block designs
• Mean square error matrix comparisons of estimators in linear regression

Cited In (28)

• A new stochastic restricted Liu-type estimator in linear regression model
• Improvement of the Liu estimator in linear regression model
• Matrix mean square error comparisons based on a certain covariance structure
• Principal components regression estimator and a test for the restrictions
• A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances
• Performance of the restricted almost unbiased type principal components estimators in linear regression model
• MSE-matrix superiority of the mixed over the least squares estimator in the presence of outliers
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity
• Monte Carlo Simulation Study of Biased Estimators in the Linear Regression Models with Correlated or Heteroscedastic Errors
• Improvement of mixed predictors in linear mixed models
• On the restrictedr–kclass estimator and the restrictedr–dclass estimator in linear regression
• A new stochastic mixed ridge estimator in linear regression model
• Superiority of the \(r\)-\(d\) class estimator over some estimators by the mean square error matrix criterion
• Combining two-parameter and principal component regression estimators
• Efficiency of two classes of stochastic restricted almost unbiased type principal component estimators in linear regression model
• A general restricted estimator in binary logistic regression in the presence of multicollinearity
• On the Principal Component Liu-type Estimator in Linear Regression
• The generalized preliminary test estimator when different sets of stochastic restrictions are available
• Pre-test estimation in the linear regression model with competing restrictions
• Dropping variables versus use of proxy variables in linear regression
• A Class of s–K Type Principal Components Estimators in the Linear Model
• Principal components regression and \(r-k\) class predictions in linear mixed models
• The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models
• On Admissibility of Linear Estimators with Respect to the Mean Square Error Matrix Criterion Under the General Mixed Linear Model
• On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners
• Stochastic restricted Liu predictors in linear mixed models
• Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications
• Generalized preliminary test stochastic restricted estimator in the linear regression model

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