Correlation matrix nearness and completion under observation uncertainty (Q5174190)
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scientific article; zbMATH DE number 6404834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation matrix nearness and completion under observation uncertainty |
scientific article; zbMATH DE number 6404834 |
Statements
Correlation matrix nearness and completion under observation uncertainty (English)
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17 February 2015
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matrix nearness
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matrix completion
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robust optimization
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correlation matrices
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uncertainty
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convex optimization
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numerical result
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