Block relaxation and majorization methods for the nearest correlation matrix with factor structure
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Publication:763394
DOI10.1007/s10589-010-9374-yzbMath1236.90119OpenAlexW1986956221MaRDI QIDQ763394
Hou-Duo Qi, Qing-Na Li, Nai-Hua Xiu
Publication date: 9 March 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9374-y
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Cites Work
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- Least-Squares Covariance Matrix Adjustment
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