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 ...
SIAM Journal on Applied Mathematics, Vol. 27, No. 1 (Jul., 1974), pp. 131-137 (7 pages) A necessary condition and a sufficient condition for the pseudo-convexity of a function are given. These ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback