Rank reduction of correlation matrices by majorization (Q4610275): Difference between revisions

@@ Property / OpenAlex ID @@
+W3023814688
@@ Property / OpenAlex ID: W3023814688 / rank @@
+Normal rank
@@ Property / cites work @@
+The Market Model of Interest Rate Dynamics
@@ Property / cites work: The Market Model of Interest Rate Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Structured low rank approximation
@@ Property / cites work: Structured low rank approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Numerically stable generation of correlation matrices and their factors
+Normal rank
@@ Property / cites work @@
+On the information in the interest rate term structure and option prices
+Normal rank
@@ Property / cites work @@
+Benchmarking optimization software with performance profiles.
+Normal rank
@@ Property / cites work @@
+An Algorithm for Restricted Least Squares Regression
+Normal rank
@@ Property / cites work @@
+Q3994761
@@ Property / cites work: Q3994761 / rank @@
+Normal rank
@@ Property / cites work @@
+An Alternating Projection Algorithm for Computing the Nearest Euclidean Distance Matrix
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+A successive projection method
@@ Property / cites work: A successive projection method / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation by matrices positive semidefinite on a subspace
+Normal rank
@@ Property / cites work @@
+Computing the nearest correlation matrix--a problem from finance
+Normal rank
@@ Property / cites work @@
+LIBOR and swap market models and measures
@@ Property / cites work: LIBOR and swap market models and measures / rank @@
+Normal rank
@@ Property / cites work @@
+Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
+Normal rank
@@ Property / cites work @@
+A monotonically convergent algorithm for orthogonal congruence rotation
+Normal rank
@@ Property / cites work @@
+Approximation by a Hermitian Positive Semidefinite Toeplitz Matrix
+Normal rank
@@ Property / cites work @@
+Convergence Conditions for Nonlinear Programming Algorithms
+Normal rank
@@ Property / cites work @@
+Optimal low-rank approximation to a correlation matrix
+Normal rank