Pages that link to "Item:Q4573788"

The following pages link to Maximum Likelihood Estimation of a Structured Covariance Matrix With a Condition Number Constraint (Q4573788):

Displaying 10 items.

• A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions (Q285053) (← links)
• Estimation of multivariate dependence structures via constrained maximum likelihood (Q2163514) (← links)
• Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908) (← links)
• Efficient algorithms for solving condition number-constrained matrix minimization problems (Q2226404) (← links)
• An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
• A modified Newton method for constrained estimation in covariance structure analysis (Q2563642) (← links)
• On the existence of positive-definite maximum-likelihood estimates of structured covariance matrices (Q3810694) (← links)
• Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis (Q4567600) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)