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On near and the nearest correlation matrix

author
statement of authorship
Pasha Zusmanovich
source
publisher
journal volume number month
Vol. 20, 3
year of publication
pages
p. 431-439
url
ISSN
1402-9251
notes
Bibliogr. p. 438-439
Open Access
Open Access
scientific publication
teaduspublikatsioon
language
inglise
subject term
keyword
correlation matrix
positive definite matrix
matrix nearness problem
versal deformations of matrices
Zusmanovich, P. On near and the nearest correlation matrix // Journal of nonlinear mathematical physics (2013) Vol. 20, 3, p. 431-439. https://doi.org/10.1080/14029251.2013.855050