A note on adjusting correlation matrices (Q4541610)
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scientific article; zbMATH DE number 1771996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on adjusting correlation matrices |
scientific article; zbMATH DE number 1771996 |
Statements
A note on adjusting correlation matrices (English)
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5 September 2002
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correlation matrix
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Kuhn-Tucker conditions
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eigenvalue
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value-at-risk
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