Completing the matrix

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Articles Articles Completing the matrix - Georgescu, Dan

Collection: Articles

Title: Completing the matrix / Dan Georgescu, Nick Higham

Notes: Sumario: Correlation matrices arise in many applications to model the dependence between variables. Dan Georgescu and Nick Higham ask what happens when we have a partially specified matrix and we wish to fill in the missing elements.

Materia / geográfico / evento: Cálculo actuarial Icono con lupa
Modelos actuariales Icono con lupa
Algoritmos Icono con lupa

Other authors: Higham, Nick Icono con lupa

Other categories: 6

Derechos: In Copyright (InC):

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