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Department of Economics
S K Mishra
A Note on solution of the nearest correlation matrix problem by Von Neumann matrix divergence
A Note on solution of the nearest correlation matrix problem by Von Neumann matrix divergence
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SSRN-id1106882.pdf
(73.2 KB)
Date
2010-05-12T10:56:14Z
Authors
Mishra, S K
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Abstract
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Keywords
Correlation matrix
,
Von neumann matrix
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https://dspace.nehu.ac.in/handle/1/2120
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S K Mishra
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