M.Sc. in Applied Mathematics, Technion (Israel Institute of Technology) Ph.D. in Applied Mathematics, Caltech (California Institute of Technology) [1] A. Melman (2023): “Matrices whose eigenvalues are ...

A covariance matrix cannot have negative eigenvalues, since a negative eigenvalue means that some linear combination of the variables has negative variance. PROC CALIS displays a warning if a central ...

As a consequence of the main theorem, the limits of the largest and smallest eigenvalue of Mn are also obtained. The Annals of Applied Probability publishes research papers of the highest quality ...

The minimum chi-squared test is obtained for testing the hypothesis that the smallest r eigenvalues of an m × m correlation matrix are equal, where r < m is specified in advance. One advantage of this ...