Pages that link to "Item:Q146787"
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The following pages link to Computing the nearest correlation matrix--a problem from finance (Q146787):
Displaying 50 items.
- sdpt3r (Q39506) (← links)
- Multivariate elliptically contoured stable distributions: theory and estimation (Q105039) (← links)
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Linear quantile mixed models (Q111690) (← links)
- Fréchet regression for random objects with Euclidean predictors (Q132099) (← links)
- PPA-like contraction methods for convex optimization: a framework using variational inequality approach (Q259109) (← links)
- Structure methods for solving the nearest correlation matrix problem (Q270046) (← links)
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- Information-geometric Markov chain Monte Carlo methods using diffusions (Q296467) (← links)
- Computing the nearest low-rank correlation matrix by a simplified SQP algorithm (Q299647) (← links)
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- A Lipschitzian error bound for convex quadratic symmetric cone programming (Q312538) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- On the family of multivariate chi-square copulas (Q321910) (← links)
- Scan statistic tail probability assessment based on process covariance and window size (Q340117) (← links)
- Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
- Alternating projections on nontangential manifolds (Q387545) (← links)
- Functional analysis techniques to improve similarity matrices in discrimination problems (Q391805) (← links)
- An augmented Lagrangian dual optimization approach to the \(H\)-weighted model updating problem (Q396261) (← links)
- On the generalized low rank approximation of the correlation matrices arising in the asset portfolio (Q406470) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Solving the matrix nearness problem in the maximum norm by applying a projection and contraction method (Q447558) (← links)
- Nonstationary modeling for multivariate spatial processes (Q450855) (← links)
- A constrained matrix least-squares problem in structural dynamics model updating (Q484888) (← links)
- A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
- A simulation framework for correlated count data of features subsets in high-throughput sequencing or proteomics experiments (Q521444) (← links)
- Alternating projection method for sparse model updating problems (Q525263) (← links)
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
- High-dimensional generation of Bernoulli random vectors (Q553024) (← links)
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs (Q613430) (← links)
- A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems (Q614333) (← links)
- Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444) (← links)
- A regularized strong duality for nonsymmetric semidefinite least squares problem (Q644518) (← links)
- An inexact spectral bundle method for convex quadratic semidefinite programming (Q694539) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- A majorization algorithm for constrained correlation matrix approximation (Q847204) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- The spherical constraint in Boolean quadratic programs (Q925238) (← links)
- An inexact primal-dual path following algorithm for convex quadratic SDP (Q995786) (← links)
- Positive semidefinite matrix completions on chordal graphs and constraint nondegeneracy in semidefinite programming (Q999796) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Support vector machine classification with indefinite kernels (Q1043851) (← links)
- Joint hierarchical generalized linear models with multivariate Gaussian random effects (Q1615152) (← links)
- Exact augmented Lagrangian functions for nonlinear semidefinite programming (Q1616939) (← links)
- Financial stress, regime switching and spillover effects: evidence from a multi-regime global VAR model (Q1657379) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
- Covariance matrix estimation for left-censored data (Q1663141) (← links)
