Correlation matrix nearness and completion under observation uncertainty

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Correlation matrix nearness and completion under observation uncertainty

Author: Alaiz, Carlos M.; Dinuzzo, Francesco; Sra, Suvrit
Tübinger Autor(en):
Dinuzzo, Francesco
Sra, Suvrit
Published in: Ima Journal of Numerical Analysis (2015), Bd. 35, H. 1, S. 325-340
Verlagsangabe: Oxford Univ Press
Language: English
Full text: http://dx.doi.org/10.1093/imanum/drt056
ISSN: 0272-4979
DDC Classifikation: 510 - Mathematics
Dokumentart: Artikel
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