Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617)

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Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
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    Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (English)
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    27 July 2009
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    convex programming
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    quadratic semidefinite programming
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