Pages that link to "Item:Q2805267"
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The following pages link to Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block (Q2805267):
Displaying 10 items.
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints (Q2008126) (← links)
- An efficient numerical method for condition number constrained covariance matrix approximation (Q2242067) (← links)
- Accuracy of approximate projection to the semidefinite cone (Q2310414) (← links)
- Bounds for the Distance to the Nearest Correlation Matrix (Q2818268) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- Subspace Acceleration for the Crawford Number and Related Eigenvalue Optimization Problems (Q4569576) (← links)
- Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem (Q5379243) (← links)
- Conditioning theory of the equality constrained quadratic programming and its applications (Q5858718) (← links)
- CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)