Abstract: A 2 $\,\times\,$ 2 block matrix inversion is a tool that is frequently used in areas of control, estimation theory and signal processing. However, one of the two diagonal entries of the ...

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(2009) to target the diagonal elements of the sample covariance matrix. We derive the closed-form solution of the shrinkage parameter and show by simulation that, when the diagonal elements of the ...

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The technique is restricted here to the common case of a global stiffness matrix having only non-positive off-diagonal entries. For such a matrix application of the Gershgorin bounding method may be ...

Following the `Heidelberg approach', in this talk [1] we derive a random matrix formulation of the characteristic function for the off diagonal entries of the Wigner reaction matrix, K, i.e. the ...

The matrix is obtained by the following expression The diagonal entries of the hat matrix, denoted by or, are used as diagnostic technique for measuring the influence of a specific observation i on ...

Here we present a spectral approach to address these questions. First, assuming conditional independence between classifiers, we show that the off-diagonal entries of their covariance matrix ...