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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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text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005156193
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