Bounds for the Distance to the Nearest Correlation Matrix (Q2818268): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Fast Computation of the Zeros of a Polynomial via Factorization of the Companion Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Templates for the Solution of Algebraic Eigenvalue Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A preconditioned Newton algorithm for the nearest correlation matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing a Nearest Correlation Matrix with Factor Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust estimation and outlier detection with correlation coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Algorithm for Restricted Least Squares Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4739659 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4917542 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing a nearest symmetric positive semidefinite matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing the nearest correlation matrix--a problem from finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anderson acceleration of the alternating projections method for computing the nearest correlation matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Dual Approach to Semidefinite Least-Squares Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation stress testing for value-at-risk: an unconstrained convex optimization approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing the norm ∥<i>A</i>∥∞,1 is NP-hard<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Modified Cholesky Factorization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Revised Modified Cholesky Factorization Algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4331783 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A lower bound for the nearest correlation matrix problem based on the circulant mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Solution of the Eigenvalue Problem for Hermitian Toeplitz Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Grouping customers for better allocation of resources to serve correlated demands / rank
 
Normal rank
Property / cites work
 
Property / cites work: Managing single echelon inventories through demand aggregation and the feasibility of a correlation matrix / rank
 
Normal rank

Latest revision as of 12:53, 12 July 2024

scientific article
Language Label Description Also known as
English
Bounds for the Distance to the Nearest Correlation Matrix
scientific article

    Statements

    Bounds for the Distance to the Nearest Correlation Matrix (English)
    0 references
    0 references
    0 references
    7 September 2016
    0 references
    correlation matrix
    0 references
    distance to the nearest correlation matrix
    0 references
    indefinite matrix
    0 references
    positive semidefinite matrix
    0 references
    shrinking
    0 references
    modified Cholesky factorization
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references