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    Computing a Nearest Correlation Matrix with Factor Structure

    13 years 6 months ago
    Computing a Nearest Correlation Matrix with Factor Structure
    Download  eprints.ma.man.ac.uk
    Rüdiger Borsdorf, Nicholas J. Higham, Marcos
    claim paper
    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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