A Note on Extreme Correlation Matrices (Q4305399)

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scientific article; zbMATH DE number 638420
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A Note on Extreme Correlation Matrices
scientific article; zbMATH DE number 638420

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    A Note on Extreme Correlation Matrices (English)
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    17 January 1995
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    correlation matrix
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    extreme point
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    perturbation
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    canonical form
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    algorithm
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