Least-squares approximation of an improper correlation matrix by a proper one
Year of publication: |
1989
|
---|---|
Authors: | Knol, Dirk ; Berge, Jos |
Published in: |
Psychometrika. - Springer. - Vol. 54.1989, 1, p. 53-61
|
Publisher: |
Springer |
Subject: | missing value correlation | tetrachoric correlation | indefinite correlation matrix | constrained least-squares approximation |
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