Pages that link to "Item:Q3079761"
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The following pages link to Computing a Nearest Correlation Matrix with Factor Structure (Q3079761):
Displaying 13 items.
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Off-diagonal symmetric nonnegative matrix factorization (Q820738) (← links)
- Covariance structure regularization via entropy loss function (Q1623420) (← links)
- Estimation of correlations in portfolio credit risk models based on noisy security prices (Q1657453) (← links)
- Matrix optimization over low-rank spectral sets: stationary points and local and global minimizers (Q2302834) (← links)
- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems (Q2425176) (← links)
- Bounds for the Distance to the Nearest Correlation Matrix (Q2818268) (← links)
- Decomposition Methods for Sparse Matrix Nearness Problems (Q3456880) (← links)
- (Q4636985) (← links)
- Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem (Q5379243) (← links)
- A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem (Q5741070) (← links)
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization (Q5882242) (← links)
