Statistical rehabilitation of improper correlation matrices (Q3088326): Difference between revisions
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| Property / cites work: A Limited Memory Algorithm for Bound Constrained Optimization / rank | |||
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| Property / cites work: Integrated risk modelling / rank | |||
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| Property / cites work: Efficient rank reduction of correlation matrices / rank | |||
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| Property / cites work: Computing the nearest correlation matrix--a problem from finance / rank | |||
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| Property / cites work: A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix / rank | |||
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Latest revision as of 09:28, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical rehabilitation of improper correlation matrices |
scientific article |
Statements
Statistical rehabilitation of improper correlation matrices (English)
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19 August 2011
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Bayesian statistics
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statistics
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correlation
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beta distribution
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