Correlation matrix nearness and completion under observation uncertainty

Alaiz, C. M.; Dinuzzo, F.; Sra, S.

doi:10.1093/imanum/drt056

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Correlation matrix nearness and completion under observation uncertainty

Alaiz, C. M., Dinuzzo, F., & Sra, S. (2015). Correlation matrix nearness and completion under observation uncertainty. IMA Journal of Numerical Analysis, 35(1), 325-340. doi:10.1093/imanum/drt056.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-002A-20EB-F Version Permalink: https://hdl.handle.net/11858/00-001M-0000-002A-20EC-D

Genre: Journal Article

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Creators:
Alaiz, C. M.¹, Author
Dinuzzo, F.¹, Author
Sra, S.², Author

Affiliations:
1External Organizations, ou_persistent22
2Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society, ou_1497647

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Free keywords: Abt. Schölkopf

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Dates: Published Online: 2015

Publication Status: Published online

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Identifiers: BibTex Citekey: AlaDinSra2015
DOI: 10.1093/imanum/drt056

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Title: IMA Journal of Numerical Analysis

Source Genre: Journal

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Publ. Info: London : Academic Press

Pages: - Volume / Issue: 35 (1) Sequence Number: - Start / End Page: 325 - 340 Identifier: ISSN: 0272-4979
CoNE: https://pure.mpg.de/cone/journals/resource/954928488333