Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming
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Publication:3497617
DOI10.1162/neco.2009.04-08-765zbMath1176.90354OpenAlexW2162030326WikidataQ43807503 ScholiaQ43807503MaRDI QIDQ3497617
Publication date: 27 July 2009
Published in: Neural Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1162/neco.2009.04-08-765
Related Items (3)
\(t\)-copula from the viewpoint of tail dependence matrices ⋮ Penalty decomposition methods for rank minimization ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming
Uses Software
Cites Work
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