Sensitivity analysis for the generalized Cholesky block downdating problem

Mathematics

• Number 100%
• Fixed Points 50%
• Smaller Sample 50%
• Majorant Function 50%
• Numerical Example 50%
• Estimation Method 50%
• Explicit Expression 50%
• Point Theorem 50%

Keyphrases

• Block Downdating 100%
• Small-sample Statistical Condition Estimation 50%
• Lyapunov Majorant Function 50%
• Perturbation Bound 50%
• Normwise Perturbation 50%
• Probabilistic Spectral Norm Estimator 50%