Rank reduction of correlation matrics by majorization
Raoul Pietersz ...
| Year of publication: |
Mar. 2004 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Pietersz, Raoul (contributor) ; Groenen, Patrick J. F. (contributor) |
| Institutions: | Econometrisch Instituut <Rotterdam> (contributor) |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | Derivat | Derivative | Theorie | Theory | Ranking-Verfahren | Ranking method | Korrelation | Correlation |
| Extent: | Online-Ressource, 21 p. = 227 Kb, text graph. Darst |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2004-11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | hdl:1765/1202 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001989947