Mathematics
8 years ago

New method ensures accurate data analysis by fixing flawed covariance matrices.

Journal of Multivariate Analysis
A calibration method for non-positive definite covariance matrix in multivariate data analysis
Chao Huang, Daniel Farewell, Jianxin Pan

Paper Summary

Related papers

Theme background image
Physics and Astronomy
2 years ago

Revolutionizing Cosmology: Reliable Covariances Without Endless Simulations!

Galaxy Evolution
Computational Physics
Exoplanet Studies
2 views
Theme background image
Mathematics
8 years ago

New method for estimating covariance matrix reduces sensitivity to outliers.

Multicollinearity
Least Squares
Multivariate Analysis
1 view
Theme background image
Mathematics
3 years ago

New method slashes errors in analyzing longitudinal data, improving accuracy.

Regularization Methods
Missing Data
Spatial Econometrics
2 views

The article presents a method to fix covariance matrices that have errors, which is common in data analysis. The researchers developed a way to adjust these matrices to be more accurate without changing them too much. Their method improves the accuracy of the matrices while keeping the original structure intact.