Rank reduction of correlation matrices by majorization

R (Raoul) Pietersz, Patrick Groenen

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages21
EditionEconometric Institute EI 2004-11
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-11

Research programs

  • EUR ESE 11

Cite this