Block relaxation and majorization methods for the nearest correlation matrix with factor structure

Qingna Li (), Houduo Qi () and Naihua Xiu ()

Computational Optimization and Applications, 2011, vol. 50, issue 2, 327-349

Keywords: Block relaxation methods; Majorization methods; Correlation matrix; Factor structure (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10589-010-9374-y

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