Positive Definiteness via Off-diagonal Scaling of a Symmetric Indefinite Matrix
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Psychology
Link
http://link.springer.com/content/pdf/10.1007/s11336-010-9191-3.pdf
Reference11 articles.
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4. Della Riccia, G., & Shapiro, A. (1982). Minimum rank and minimum trace of covariance matrices. Psychometrika, 47, 443–448.
5. Hoerl, A.E., & Kennard, R.W. (1970). Ridge regression: biased estimation for nonorthogonal problems. Technometrics, 12, 55–67.
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