A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix [PDF]
Econometrica, 1987 An estimator is proposed for the asymptotic covariance matrix of the generalized method of moments estimator of \textit{L. P. Hansen} [ibid. 50, 1029-1054 (1982; Zbl 0502.62098)]. It is shown that this estimator is positive semidefinite, and that, under certain regularity conditions, it is consistent.
Newey, Whitney, West, Kenneth
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Transversely Hessian foliations and information geometry [PDF]
, 2015 A family of probability distributions parametrized by an open domain $\Lambda$ in $R^n$ defines the Fisher information matrix on this domain which is positive semi-definite.
Boyom, Michel Nguiffo, Wolak, Robert A.
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Positive Definite Solutions of the Nonlinear Matrix Equation $X+A^{\mathrm{H}}\bar{X}^{-1}A=I$ [PDF]
, 2012 This paper is concerned with the positive definite solutions to the matrix equation $X+A^{\mathrm{H}}\bar{X}^{-1}A=I$ where $X$ is the unknown and $A$ is a given complex matrix.
Cai, Guang-Bin, Lam, James, Zhou, Bin
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Positive Definite Solutions of the Matrix Equation Xr-∑i=1mAi∗X-δiAi=I
Abstract and Applied Analysis, 2015 We investigate the nonlinear matrix equation Xr-∑i=1mAi∗X-δiAi=I, where r is a positive integer and δi∈(0,1], for i=1,2,…,m. We establish necessary and sufficient conditions for the existence of positive definite solutions of this equation.
Asmaa M. Al-Dubiban
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Positive definite estimation of large covariance matrix using generalized nonconvex penalties
IEEE Access, 2016 This paper addresses the issue of large covariance matrix estimation in a high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed.
Fei Wen +3 more
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A note on fixed point method and linear complementarity problem
Journal of Numerical Analysis and Approximation Theory, 2023 In this article, we present a general form of the fixed point method for processing the large and sparse linear complementarity problem, as well as a general condition for the method's convergence when the system matrix is a \(P\)-matrix and some ...
Bharat Kumar, Deepmala, Arup K Das
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Some trace inequalities for matrix means
Journal of Inequalities and Applications, 2016 In this short note, we present some trace inequalities for matrix means. Our results are generalizations of the ones shown by Bhatia, Lim, and Yamazaki.
Limin Zou, Yang Peng
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Best Proximity Point and Existence of the Positive Definite Solution for Matrix Equations
International Journal of Analysis and Applications, 2023 In this research, α − ψ − θ contraction has been defined to find the best proximity point in partially ordered metric spaces. Proper support for the result has been given in the form of a suitable example.
Satyendra Kumar Jain +2 more
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On mixed discriminants of positively definite matrix
Ars Mathematica Contemporanea, 2015 In the paper, some new inequalities for the mixed discriminants of positively definite matrix are established, which are the matrix analogues of inequalities of the well-known mixed volumes function.
Li, Xiao-Yan, Zhao, Chang-Jian
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On the Positive Definite Solutions of a Nonlinear Matrix Equation
Journal of Applied Mathematics, 2013 The positive definite solutions of the nonlinear matrix equation are discussed. A necessary and sufficient condition for the existence of positive definite solutions for this equation is derived.
Panpan Liu, Shugong Zhang, Qingchun Li
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