{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,25]],"date-time":"2025-09-25T18:18:25Z","timestamp":1758824305147},"reference-count":9,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2013,3,16]],"date-time":"2013-03-16T00:00:00Z","timestamp":1363392000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Optim Lett"],"published-print":{"date-parts":[[2014,3]]},"DOI":"10.1007\/s11590-013-0632-7","type":"journal-article","created":{"date-parts":[[2013,3,15]],"date-time":"2013-03-15T18:00:27Z","timestamp":1363370427000},"page":"939-947","source":"Crossref","is-referenced-by-count":21,"title":["Positive definite matrix approximation with condition number constraint"],"prefix":"10.1007","volume":"8","author":[{"given":"Mirai","family":"Tanaka","sequence":"first","affiliation":[]},{"given":"Kazuhide","family":"Nakata","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2013,3,16]]},"reference":[{"key":"632_CR1","volume-title":"Optimization Methods in Finance","author":"G Cornuejols","year":"2007","unstructured":"Cornuejols, G., T\u00fct\u00fcnc\u00fc, R.: Optimization Methods in Finance. Cambridge University Press, Cambridge (2007)"},{"key":"632_CR2","doi-asserted-by":"crossref","first-page":"1173","DOI":"10.1111\/j.0006-341X.2001.01173.x","volume":"57","author":"MJ Daniels","year":"2001","unstructured":"Daniels, M.J., Kass, R.E.: Shrinkage estimators for covariance matrices. Biometrics 57, 1173\u20131184 (2001)","journal-title":"Biometrics"},{"key":"632_CR3","doi-asserted-by":"crossref","first-page":"1581","DOI":"10.1214\/aos\/1176349756","volume":"13","author":"DK Dey","year":"1985","unstructured":"Dey, D.K., Srinivasan, C.: Estimation of a covariance matrix under Stein\u2019s loss. Ann. Stat. 13, 1581\u20131591 (1985)","journal-title":"Ann. Stat."},{"key":"632_CR4","doi-asserted-by":"crossref","first-page":"1163","DOI":"10.1214\/aos\/1176348244","volume":"19","author":"L Haff","year":"1991","unstructured":"Haff, L.: The variational form of certain Bayes estimators. Ann. Stat. 19, 1163\u20131190 (1991)","journal-title":"Ann. Stat."},{"key":"632_CR5","volume-title":"Matrix Analysis","author":"RH Horn","year":"1990","unstructured":"Horn, R.H., Johnson, C.R.: Matrix Analysis. Cambridge University Press, Cambridge (1990)"},{"key":"632_CR6","volume-title":"Topics in Matrix Analysis","author":"RH Horn","year":"1994","unstructured":"Horn, R.H., Johnson, C.R.: Topics in Matrix Analysis. Cambridge University Press, Cambridge (1994)"},{"key":"632_CR7","unstructured":"James, W., Stein, C.: Estimation with quadratic loss. In: Proceedings of Fourth Berkeley Symposium on Mathematical Statistics and Probability. pp. 361\u2013379 (1961)"},{"key":"632_CR8","unstructured":"Leodit, O., Wolf, M.: A well-conditioned estimator for large-dimensional covariance matrices. J. Multivar. Anal. 88, 365\u2013411 (2004)"},{"key":"632_CR9","doi-asserted-by":"crossref","unstructured":"Won, J.H., Kim, S.-J.: Maximum likelihood covariance estimation with a condition number constraint. In: Proceedings of Fortieth Asilomar Conference on Signals, Systems, and Computers. pp. 1445\u20131449 (2006)","DOI":"10.1109\/ACSSC.2006.354997"}],"container-title":["Optimization Letters"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-013-0632-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11590-013-0632-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11590-013-0632-7","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,7,11]],"date-time":"2019-07-11T01:08:22Z","timestamp":1562807302000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11590-013-0632-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,3,16]]},"references-count":9,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2014,3]]}},"alternative-id":["632"],"URL":"https:\/\/doi.org\/10.1007\/s11590-013-0632-7","relation":{},"ISSN":["1862-4472","1862-4480"],"issn-type":[{"value":"1862-4472","type":"print"},{"value":"1862-4480","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,3,16]]}}}