Multiple-group adjustment method in indirect adjustment

DOI10.3906/mat-1808-6zbMath1410.15029OpenAlexW2909053341MaRDI QIDQ5742916

Hongmei Xia, Changjun Huang, Xike Zhang

Publication date: 8 May 2019

Published in: TURKISH JOURNAL OF MATHEMATICS (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/dc422e3290d3b2f20148733562ebd50fef1b817a

zbMATH Keywords

normal equationserror equationsaccuracy evaluationindirect adjustmentmultiple-group adjustment

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
• Impact of multiple curve dynamics in credit valuation adjustments under collateralization

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