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16

SIAMMAX
2010

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Computing a Nearest Correlation Matrix with Factor Structure

13 years 2 months ago

Computing a Nearest Correlation Matrix with Factor Structure

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Rüdiger Borsdorf, Nicholas J. Higham, Marcos

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Added	21 May 2011
Updated	21 May 2011
Type	Journal
Year	2010
Where	SIAMMAX
Authors	Rüdiger Borsdorf, Nicholas J. Higham, Marcos Raydan

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