internally-consistent
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What is posiitve semi-definite matrix? (R16.P1.T2.HULL_CH11)
Hi, In reference to R16.P1.T2.HULL_CH11:Topic: VARIANCE_COVARIANCE_MATRIX_+VE_SEMI_DEFINITE Can anyone explain what is meant by the "Variance-Covariance Matrix" In order to be "Internally Consistent" has to satisfy the condition of w * C * wT =>+Ve Semi Definite" ...? What is "w" here...- gargi.adhikari
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- internally-consistent variance-covariance-matrix
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- Forum: P1.T2. Quantitative Methods (20%)