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Correlation matrix nearness and completion under observation uncertainty

2015

Article

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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): Empirical Inference
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}
}