Upper and lower bounds for the eigenvalues of three types of matrices M are established. If M is written as the sum of a diagonal matrix D plus a matrix A, the real parts of the eigenvalues of M must ...
Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...