A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix

Enrique Sentana

Working Papers from Centro de Estudios Monetarios Y Financieros-

Keywords: ECONOMETRICS; MATRICES (search for similar items in EconPapers)
Pages: 19 pages
Date: 1994
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Working Paper: A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix (1994)
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