A projected semismooth Newton method for problems of calibrating least squares covariance matrix
Qingna Li; Donghui Li
| Year of publication: |
2011
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|---|---|
| Authors: | Li, Qingna ; Li, Donghui |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 39.2011, 2, p. 103-108
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| Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009010688