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Search: subject:"singular values"
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singular values
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Matrix-Cube theory
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balancede truncations
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dissipativity
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ECONIS (ZBW)
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Metrics for Comparing Credit Migration Matrices
Jafry, Yusuf
;
Schuermann, Til
-
Financial Institutions Center, Wharton School of Business
-
2003
average of the
singular
values
for the resulting matrix. This yields a metric which has an intuitively-appealing “size …
Persistent link: https://www.econbiz.de/10005794303
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