Statistical Corrections of Invalid Correlation Matrices
| Year of publication: |
2013
|
|---|---|
| Authors: | Løland, Anders ; Huseby, Ragnar Bang ; Hjort, Nils Lid ; Frigessi, Arnoldo |
| Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 40.2013, 4, p. 807-824
|
| Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011035982