Block relaxation and majorization methods for the nearest correlation matrix with factor structure
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Qingna ; Qi, Houduo ; Xiu, Naihua |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 50.2011, 2, p. 327-349
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| Publisher: |
Springer |
| Subject: | Block relaxation methods | Majorization methods | Correlation matrix | Factor structure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325281