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Showing 1 to 1 of 1 for “"Nonnegative definite solutions"”.
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Invariance Properties of Statistical Tests for Dependent Observations
… result is a characterization of the class of all nonnegative definite solutions W to the matrix equation AWA = B, where A is a symmetric and B is a nonnegative definite matrix. We illustrate the proof of this characterization by considering a special case where A = B = A* = I - 1/n ee', I is the …