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Hu, H.; Olkin, I.

A numerical procedure for finding the positive definite matrix closest to a patterned matrix. (English) Zbl 0850.62486

Stat. Probab. Lett. 12, No. 6, 511-515 (1991).

Cited in 5 Documents

MSC:

62H99 Multivariate analysis
65C99 Probabilistic methods, stochastic differential equations
62H12 Estimation in multivariate analysis
15A45 Miscellaneous inequalities involving matrices

Software:

nag; NAG
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Full Text: DOI

References:

[1] Anderson, T. W., Estimation of covariance matrices which are linear combinations or whose inverses are linear combinations of given matrices, (Bose, R. C.; Chakravarti, I. M.; Mahalanobis, P. C.; Rao, C. R.; Smith, K. J.C., Essays in Probability and Statistics (1970), Univ. of North Carolina Press: Univ. of North Carolina Press Chapel Hill, CA), 1-24 · Zbl 0265.62023
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[5] Cavalli-Sforza, L. L.; Piazza, A., Analysis of evolution: Evolutionary rates, independence and treeness, Theor. Population Biol., 8, 127-165 (1985) · Zbl 0327.92009
[6] Gill, P. E.; Murray, W.; Saunders, M. A.; Wright, M. H., Users guide for QP-SOL: a FORTRAN package for quadratic programming, Tech. Rept. SOL 84-6 (1984), Dept. of Oper. Res., Stanford Univ: Dept. of Oper. Res., Stanford Univ Stanford, CA
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[8] Guttman, L., A new approach to factor analysis: The radix, (Lazarsfeld, P., Mathematical Thinking in the Social Sciences (1954), The Free Press: The Free Press Glencoe, IL), 258-348
[9] Guttman, L., A new approach to factor analysis: The radix, (Lazarsfeld, P., Mathematical Thinking in the Social Sciences (1954), The Free Press: The Free Press Glencoe, IL), 430-433
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[11] Halmos, P. R., Positive approximants of operators, Indiana Univ. Math. J., 21, 951-960 (1972) · Zbl 0263.47018
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[13] Hu, H., Semi-infinite programming, Ph.D. dissertation (1989), Dept. of Oper. Res., Stanford Univ: Dept. of Oper. Res., Stanford Univ Stanford, CA
[14] NAG FORTRAN Library Manual (1984), Numerical Algorithm Group: Numerical Algorithm Group Downers Grove, IL
[15] Olkin, I.; Press, S. J., Testing and estimation for a circular stationary model, Ann. Math. Statist., 40, 1358-1373 (1969) · Zbl 0186.51801
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[17] Olkin, I., Inference for a normal population when the parameters exhibit some structure, (Proschan, F.; Serfling, R. J., Reliability and Biometry: Statistical Analysis of Lifelength (1974), SIAM: SIAM Philadelphia, PA), 759-773
[18] Piazza, A.; Cavalli-Sforza, L. L., Treeness tests and the problem of variable evolutionary rates, (Fensenstein, J., NATO ASI Series, Vol. G1, Numerical Taxonomy (1983), Springer: Springer Berlin), 451-463 · Zbl 0327.92009
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