Timeline for Is every covariance matrix positive definite?
Current License: CC BY-SA 3.0
14 events
| when toggle format | what | by | license | comment | |
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| Oct 5, 2020 at 16:02 | answer | added | Nor.Z | timeline score: 1 | |
| Aug 23, 2020 at 11:56 | comment | added | Milan Stehlik | A valuable discussion on this topic can be found in our paper Stehlik, M.; Helpersdorfer Ch., Hermann,P. Supina,J. Grilo, L. M., Maidana; J.P., Fuders, F. Stehlikova, S. (2017) Financial and risk modelling with semicontinuous covariances, Information Sciences, 394-395, 246-272 | |
| Jun 5, 2020 at 11:15 | answer | added | Ben | timeline score: 8 | |
| Jun 5, 2020 at 8:50 | comment | added | hemn1 morelany | A=[4 1 0;1 0 -1 ;0 -1 8] is positive define | |
| Dec 13, 2019 at 13:34 | answer | added | Christian Borgelt | timeline score: 3 | |
| Mar 17, 2016 at 5:09 | vote | accept | Jingjings | ||
| Mar 3, 2016 at 0:16 | comment | added | amoeba | @Jingjings: I can see in your profile that you have never upvoted or accepted any answers; this is quite remarkable given that you have a lot of good questions with many good answers. I guess you are not really aware of how it works. The idea is that you should upvote any answer that you find useful and accept any answer that you think solves your issue. It looks like you can upvote a lot of answers and also accept some of them. | |
| Nov 21, 2015 at 22:42 | comment | added | Silverfish | Related questions: Why does correlation matrix need to be positive semi-definite and what does it mean to be or not to be positive semi-definite?; also Is every correlation matrix positive semi-definite? and Is every covariance matrix positive definite | |
| May 29, 2015 at 3:01 | comment | added | kaka | Every covariance matrix is Positive semi-definite. That means every covariance matrix must have non-negative eigen values. If none of the eigen value is zero then covariance matrix is additionally a Positive definite. | |
| Sep 26, 2013 at 1:20 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
added tags; light editing; removed thanks
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| Apr 23, 2013 at 16:59 | history | tweeted | twitter.com/#!/StackStats/status/326742044276031490 | ||
| Apr 22, 2013 at 10:38 | answer | added | sjm.majewski | timeline score: 37 | |
| Apr 22, 2013 at 8:54 | answer | added | Glen_b | timeline score: 55 | |
| Apr 22, 2013 at 8:48 | history | asked | Jingjings | CC BY-SA 3.0 |