Correlation matrix nearness and completion under observation uncertainty
2015
Article
ei
Author(s): | Alaíz, C. M. and Dinuzzo, F. and Sra, S. |
Journal: | IMA Journal of Numerical Analysis |
Volume: | 35 |
Number (issue): | 1 |
Pages: | 325--340 |
Year: | 2015 |
Department(s): | Empirische Inferenz |
Bibtex Type: | Article (article) |
DOI: | 10.1093/imanum/drt056 |
State: | Published |
BibTex @article{AlaDinSra2015, title = {Correlation matrix nearness and completion under observation uncertainty}, author = {Ala{\'i}z, C. M. and Dinuzzo, F. and Sra, S.}, journal = {IMA Journal of Numerical Analysis}, volume = {35}, number = {1}, pages = {325--340}, year = {2015}, doi = {10.1093/imanum/drt056} } |