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Building covariance matrices with the desired structure

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Building covariance matrices with the desired structure

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Arteaga Moreno, FJ.; Ferrer, A. (2013). Building covariance matrices with the desired structure. Chemometrics and Intelligent Laboratory Systems. 127:80-88. doi:10.1016/j.chemolab.2013.06.003

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/88147

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Title: Building covariance matrices with the desired structure
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Estadística e Investigación Operativa Aplicadas y Calidad - Departament d'Estadística i Investigació Operativa Aplicades i Qualitat
Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros Industriales - Escola Tècnica Superior d'Enginyers Industrials
Issued date:
Abstract:
[EN] The problem of building a covariance matrix by fixing their diagonal values (variances) and all or a subset of its eigenvalues has been solved in different ways in the literature. In this paper we propose an iterative ...[+]
Subjects: Covariances , Simulation
Copyrigths: Reconocimiento - No comercial - Compartir igual (by-nc-sa)
Source:
Chemometrics and Intelligent Laboratory Systems. (issn: 0169-7439 )
DOI: 10.1016/j.chemolab.2013.06.003
Publisher:
Elsevier
Publisher version: http://doi.org/10.1016/j.chemolab.2013.06.003
Thanks:
This research was supported by the Spanish Ministry of Science and Innovation - MICINN (grant DPI2011-28112-C04-02) and the Spanish Ministry of Science and Technology (grant SEJ2010-17475/ECON).
Type: Artículo

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