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SIAMMAX
2010

Computing a Nearest Correlation Matrix with Factor Structure

13 years 7 months ago
Computing a Nearest Correlation Matrix with Factor Structure
Rüdiger Borsdorf, Nicholas J. Higham, Marcos
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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