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Numerical Analysis of a Correlation Matrix - MaRDI portal

Numerical Analysis of a Correlation Matrix (Q4351767)

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scientific article; zbMATH DE number 1053973
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Numerical Analysis of a Correlation Matrix
scientific article; zbMATH DE number 1053973

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    Numerical Analysis of a Correlation Matrix (English)
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    9 November 1997
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    inner product
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    Schwarz's inequality
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    symmetric definite positive matrix
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    Cholesky's factorization
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    collinearity
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