Rank reduction of correlation matrices by majorization (Q4610275): Difference between revisions
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Set profile property. |
Set OpenAlex properties. |
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3023814688 / rank | |||
Normal rank | |||
Revision as of 22:53, 19 March 2024
scientific article; zbMATH DE number 7002165
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank reduction of correlation matrices by majorization |
scientific article; zbMATH DE number 7002165 |
Statements
Rank reduction of correlation matrices by majorization (English)
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15 January 2019
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rank
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correlation matrix
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majorization
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lognormal price processes
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