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Bounds for the distance to the nearest correlation matrix

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Judul Seri

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS; Vol.37 No.3 July-September 2016

No. Panggil

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Penerbit

: .,

Deskripsi Fisik

p. 1088-1102

Bahasa

English

ISBN/ISSN

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Klasifikasi

-

Tipe Isi

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Tipe Media

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Tipe Pembawa

-

Edisi

-

Subjek

INDEFINITE MATRIX
CORRELATION MATRIX
POSITIVE SEMIDEFINITE MATRIX
SHRINKING
DISTANCE TO THE NEAREST CORRELATION MATRIX
MODIFIED CHOLESKY FACTORIZATION

Info Detail Spesifik

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Pernyataan Tanggungjawab

Nicholas J. Higham, Natasa Strabic

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