A canonical representation of block matrices with applications to covariance and correlation matrices
Ilya Archakov and Peter Reinhard Hansen
| Year of publication: |
2024
|
|---|---|
| Authors: | Archakov, Ilya ; Hansen, Peter Reinhard |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 106.2024, 4, p. 1099-1113
|
| Subject: | Korrelation | Correlation | Theorie | Theory | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/rest_a_01258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046494