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3 articles for “positive semidefinite”

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Research ArticleOpen accessIn the keywordsInversion of Covariance Matrix for High Dimension DataSamruam ChongcharoenProblem statement: In the testing statistic problem for the mean vector of independent and identically distributed multivariate normal random vectors with unknown covariance matrix when the data has sample size less than the dimension n≤p, for example, the data came from DNA microarrays where a large number of gene expression levels are measured on relatively few subjects, the p×p sample … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,869 accessesView PDFCite
Research ArticleOpen accessIn the abstractTHE EFFICIENCY OF EMPIRICAL LIKELIHOOD WITH NUISANCE PARAMETERSXing WangIn this study we check the asymptotic efficiency of empirical likelihood in the presence of nuisance parameters combined with augmented moment conditions. We show that in the presence of nuisance parameters, the asymptotic efficiency of the empirical likelihood estimator of the parameter of interest will increase by adding more moment conditions, in the sense of the positive semidefiniteness of the … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 17 Feb 2014 · 6,791 accessesView PDFCite