Wang, Shaoxin An efficient numerical method for condition number constrained covariance matrix approximation. (English) Zbl 1508.65038 Appl. Math. Comput. 397, Article ID 125925, 15 p. (2021). MSC: 65F35 15A12 15A60 PDFBibTeX XMLCite \textit{S. Wang}, Appl. Math. Comput. 397, Article ID 125925, 15 p. (2021; Zbl 1508.65038) Full Text: DOI arXiv
Wang, Shaoxin; Yang, Hu Conditioning theory of the equality constrained quadratic programming and its applications. (English) Zbl 1467.65037 Linear Multilinear Algebra 69, No. 6, 1161-1183 (2021). MSC: 65F35 15A12 15A60 PDFBibTeX XMLCite \textit{S. Wang} and \textit{H. Yang}, Linear Multilinear Algebra 69, No. 6, 1161--1183 (2021; Zbl 1467.65037) Full Text: DOI
John, Mateusz; Mieldzioc, Adam The comparison of the estimators of banded Toeplitz covariance structure under the high-dimensional multivariate model. (English) Zbl 07552621 Commun. Stat., Simulation Comput. 49, No. 3, 734-752 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. John} and \textit{A. Mieldzioc}, Commun. Stat., Simulation Comput. 49, No. 3, 734--752 (2020; Zbl 07552621) Full Text: DOI
Filipiak, Katarzyna; Markiewicz, Augustyn; Mieldzioc, Adam; Sawikowska, Aneta On projection of a positive definite matrix on a cone of nonnegative definite Toeplitz matrices. (English) Zbl 1406.15028 Electron. J. Linear Algebra 33, 74-82 (2018). MSC: 15B05 65F35 62H12 PDFBibTeX XMLCite \textit{K. Filipiak} et al., Electron. J. Linear Algebra 33, 74--82 (2018; Zbl 1406.15028)
Huang, Chao; Farewell, Daniel; Pan, Jianxin A calibration method for non-positive definite covariance matrix in multivariate data analysis. (English) Zbl 1362.62136 J. Multivariate Anal. 157, 45-52 (2017). MSC: 62H99 62H12 PDFBibTeX XMLCite \textit{C. Huang} et al., J. Multivariate Anal. 157, 45--52 (2017; Zbl 1362.62136) Full Text: DOI Link
Cui, Xiangzhao; Li, Chun; Zhao, Jine; Zeng, Li; Zhang, Defei; Pan, Jianxin Covariance structure regularization via Frobenius-norm discrepancy. (English) Zbl 1352.62090 Linear Algebra Appl. 510, 124-145 (2016). MSC: 62H20 62H99 65F99 PDFBibTeX XMLCite \textit{X. Cui} et al., Linear Algebra Appl. 510, 124--145 (2016; Zbl 1352.62090) Full Text: DOI
Higham, Nicholas J.; Strabić, Nataša; Šego, Vedran Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block. (English) Zbl 1386.15062 SIAM Rev. 58, No. 2, 245-263 (2016). MSC: 15B48 65F30 PDFBibTeX XMLCite \textit{N. J. Higham} et al., SIAM Rev. 58, No. 2, 245--263 (2016; Zbl 1386.15062) Full Text: DOI Link
Sun, Tien-Lung; Lo, Kuo-Hung; Chen, Juei-Chao An accurate updating formula to calculate sample variance from weighted successive differences. (English) Zbl 1360.65046 Stat. Probab. Lett. 114, 14-19 (2016). MSC: 65C99 62J10 65C60 PDFBibTeX XMLCite \textit{T.-L. Sun} et al., Stat. Probab. Lett. 114, 14--19 (2016; Zbl 1360.65046) Full Text: DOI
Zhang, Bohai; Konomi, Bledar A.; Sang, Huiyan; Karagiannis, Georgios; Lin, Guang Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions. (English) Zbl 1349.60059 J. Comput. Phys. 300, 623-642 (2015). MSC: 60G15 60-08 65C50 PDFBibTeX XMLCite \textit{B. Zhang} et al., J. Comput. Phys. 300, 623--642 (2015; Zbl 1349.60059) Full Text: DOI
Lin, Lijing; Higham, Nicholas J.; Pan, Jianxin Covariance structure regularization via entropy loss function. (English) Zbl 1506.62109 Comput. Stat. Data Anal. 72, 315-327 (2014). MSC: 62-08 62H12 PDFBibTeX XMLCite \textit{L. Lin} et al., Comput. Stat. Data Anal. 72, 315--327 (2014; Zbl 1506.62109) Full Text: DOI
Ledermann, Walter; Alexander, Carol; Ledermann, Daniel Random orthogonal matrix simulation. (English) Zbl 1217.65021 Linear Algebra Appl. 434, No. 6, 1444-1467 (2011). Reviewer: Berwin A. Turlach (Crawley) MSC: 65C60 91G10 91G60 65C05 62D05 62J10 15B52 PDFBibTeX XMLCite \textit{W. Ledermann} et al., Linear Algebra Appl. 434, No. 6, 1444--1467 (2011; Zbl 1217.65021) Full Text: DOI
Borsdorf, Rüdiger; Higham, Nicholas J.; Raydan, Marcos Computing a nearest correlation matrix with factor structure. (English) Zbl 1213.65022 SIAM J. Matrix Anal. Appl. 31, No. 5, 2603-2622 (2010). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 65C60 90C30 65F30 62H25 62M10 15A03 15B48 PDFBibTeX XMLCite \textit{R. Borsdorf} et al., SIAM J. Matrix Anal. Appl. 31, No. 5, 2603--2622 (2010; Zbl 1213.65022) Full Text: DOI Link
Baboulin, Marc; Dongarra, Jack; Gratton, Serge; Langou, Julien Computing the conditioning of the components of a linear least-squares solution. (English) Zbl 1224.65104 Numer. Linear Algebra Appl. 16, No. 7, 517-533 (2009). MSC: 65F20 62J05 15A12 65J10 85A15 86A30 PDFBibTeX XMLCite \textit{M. Baboulin} et al., Numer. Linear Algebra Appl. 16, No. 7, 517--533 (2009; Zbl 1224.65104) Full Text: DOI arXiv Link