Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix
نویسندگان
چکیده
منابع مشابه
Positive Definiteness via Off-Diagonal Scaling of a Symmetric Indefinite Matrix.
Indefinite symmetric matrices that are estimates of positive definite population matrices occur in a variety of contexts such as correlation matrices computed from pairwise present missing data and multinormal based theory for discretized variables. This note describes a methodology for scaling selected off-diagonal rows and columns of such a matrix to achieve positive definiteness. As a contra...
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ژورنال
عنوان ژورنال: Psychometrika
سال: 2010
ISSN: 0033-3123,1860-0980
DOI: 10.1007/s11336-010-9191-3