Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...
In this paper, a generalized preconditioned Hermitian and skew-Hermitian splitting (GPHSS) iteration method for a non-Hermitian positive-definite matrix is studied, which covers standard Hermitian and ...
A new class of large-sample covariance and spectral density matrix estimators is proposed based on the notion of flat-top kernels. The new estimators are shown to be higher-order accurate when ...
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