Improving the condition number of estimated covariance matrices
Authors
Jemima M. Tabeart
School of Mathematical, Physical and Computational Sciences, University of Reading, Reading, UK; School of Mathematics, University of Edinburgh, Edinburgh
Sarah L. Dance
School of Mathematical, Physical and Computational Sciences, University of Reading, Reading
Amos S. Lawless
School of Mathematical, Physical and Computational Sciences, University of Reading, Reading
Nancy K. Nichols
School of Mathematical, Physical and Computational Sciences, University of Reading, Reading
Joanne A. Waller
School of Mathematical, Physical and Computational Sciences, University of Reading, Reading
DOI: https://doi.org/10.1080/16000870.2019.1696646 | Journal eISSN: 3035-9554
Language: English
Page range: 1696646 - 1696646
Published on: Jan 1, 2020
Published by: Stockholm University Press
In partnership with: Paradigm Publishing Services
Keywords:
© 2020 Jemima M. Tabeart, Sarah L. Dance, Amos S. Lawless, Nancy K. Nichols, Joanne A. Waller, published by Stockholm University Press
This work is licensed under the Creative Commons Attribution 4.0 License.