"Alternative gradient algorithms for computing the nearest correlation matrix."

Jun-Feng Yin, Yu Zhang (2013)

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DOI: 10.1016/J.AMC.2013.01.045

access: closed

type: Journal Article

metadata version: 2023-11-14

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Jun-Feng Yin, Yu Zhang:
Alternative gradient algorithms for computing the nearest correlation matrix. Appl. Math. Comput. 219(14): 7591-7599 (2013)

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