The nearest correlation matrix problem : solution by differential evolution method of global optimization
S. K. Mishra
| Year of publication: |
2008
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|---|---|
| Authors: | Mishra, S. K. |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 6.2008, 1/2, p. 240-262
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| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003906301