Pages that link to "Item:Q146787"
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The following pages link to Computing the nearest correlation matrix--a problem from finance (Q146787):
Displaying 41 items.
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Regression for non-Euclidean data using distance matrices (Q5130534) (← links)
- (Q5134804) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- Low Rank Pure Quaternion Approximation for Pure Quaternion Matrices (Q5150831) (← links)
- Computational and statistical tradeoffs via convex relaxation (Q5170958) (← links)
- Concurrent generation of multivariate mixed data with variables of dissimilar types (Q5221555) (← links)
- Simultaneous generation of multivariate mixed data with Poisson and normal marginals (Q5222269) (← links)
- A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling (Q5300818) (← links)
- Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem (Q5379243) (← links)
- Proximal Distance Algorithms: Theory and Examples (Q5381120) (← links)
- BinNor: An R Package for Concurrent Generation of Binary and Normal Data (Q5415871) (← links)
- Un problème d'approximation matricielle : quelle est la matrice bistochastique la plus proche d'une matrice donnée ? (Q5710542) (← links)
- Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)
- On the low rank solution of the Q‐weighted nearest correlation matrix problem (Q5739764) (← links)
- Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715) (← links)
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242) (← links)
- Replica analysis of overfitting in generalized linear regression models (Q5870629) (← links)
- Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data (Q5876895) (← links)
- An acceleration scheme for Dykstra's algorithm (Q5963308) (← links)
- The Generalized Fisher's Combination and Accurate <i>P</i>-Value Calculation under Dependence (Q6055863) (← links)
- Generalized Matrix Nearness Problems (Q6066101) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- CORRELATION ESTIMATION IN HYBRID SYSTEMS (Q6095477) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
- An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization (Q6165592) (← links)
- Application of fermionic marginal constraints to hybrid quantum algorithms (Q6549789) (← links)
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
- Bootstraps regularize singular correlation matrices (Q6572443) (← links)
- Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (Q6576885) (← links)
- Bayesian learners in gradient boosting for linear mixed models (Q6590279) (← links)
- Robust and sparse estimation of graphical models based on multivariate winsorization (Q6606408) (← links)
- Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
- Sensitivity of principal components to system changes in the presence of non-stationarity (Q6611418) (← links)
- Estimating latent linear correlations from fuzzy frequency tables (Q6617377) (← links)
- Stabilization of a matrix via a low-rank-adaptive ODE (Q6623107) (← links)
- The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data (Q6625903) (← links)
- Generalized least-squares in dimension expansion method for nonstationary processes (Q6626409) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
- The Cellwise Minimum Covariance Determinant Estimator (Q6651364) (← links)
