Pages that link to "Item:Q4541610"
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The following pages link to A note on adjusting correlation matrices (Q4541610):
Displaying 8 items.
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Statistical corrections of invalid correlation matrices (Q2868869) (← links)
- Statistical rehabilitation of improper correlation matrices (Q3088326) (← links)
- An analysis of correlation matrices: Equal correlations (Q3681772) (← links)
- A New Parametrization of Correlation Matrices (Q5020500) (← links)
- The shape of partial correlation matrices (Q5079819) (← links)
- Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510) (← links)
- Some Observations on the Correlation Determinant (Q5436445) (← links)