Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394)
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scientific article; zbMATH DE number 6013620
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| English | Block relaxation and majorization methods for the nearest correlation matrix with factor structure |
scientific article; zbMATH DE number 6013620 |
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Block relaxation and majorization methods for the nearest correlation matrix with factor structure (English)
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9 March 2012
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block relaxation methods
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majorization methods
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correlation matrix
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factor structure
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0.8684296011924744
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0.84273761510849
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0.8235176205635071
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0.8140679001808167
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