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Faculty of Science and Tech...
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TANG Tao
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PAN Jianxin
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2024
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Covariance matrix calibrati...
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Nearness problem
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Non-positive definiteness
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Journal of Multivariate Ana...
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Science China Mathematics
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Positive definiteness of real quadratic forms resulting from the variable-step L1-type approximations of convolution operators
Journal article
Science China Mathematics,2024, volume: 67, issue: 2, pages: 237-252
Authors:
Liao, Hong Lin
;
Tang, Tao
;
Zhou, Tao
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View/Download:12/0
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Submit date:2024/03/12
65M06
65M12
74A50
complementary convolution kernels
discrete convolution kernels
orthogonal convolution kernels
positive definiteness
variable time-stepping
A calibration method for non-positive definite covariance matrix in multivariate data analysis
Journal article
Journal of Multivariate Analysis,2017, volume: 157, pages: 45-52
Authors:
Huang, Chao
;
Farewell, Daniel
;
Pan, Jianxin
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View/Download:2/0
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Submit date:2021/08/16
Covariance matrix calibration
Nearness problem
Non-positive definiteness
Spectral decomposition