Newton’s Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound
Qingna Li, Donghui Li, Houduo QiVolume:
147
Langue:
english
Pages:
23
DOI:
10.1007/s10957-010-9738-6
Date:
December, 2010
Fichier:
PDF, 537 KB
english, 2010