Pages that link to "Item:Q3497617"
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The following pages link to Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617):
Displaying 8 items.
- Positive semidefiniteness of estimated covariance matrices in linear models for sample survey data (Q287607) (← links)
- An inexact spectral bundle method for convex quadratic semidefinite programming (Q694539) (← links)
- Positive definite constrained least-squares estimation of matrices (Q1902117) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- A decomposition method for positive semidefinite matrices and its application to recursive parameter estimation (Q2706309) (← links)
- Penalty decomposition methods for rank minimization (Q2943834) (← links)
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Q5199496) (← links)
- Anomaly detection of time series correlations via a novel Lie group structure (Q6543969) (← links)
