Rank reduction of correlation matrices by majorization

R (Raoul) Pietersz, Patrick Groenen

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages14
EditionEconometric Institute Reprint serie EI-1363
Publication statusPublished - 2005

Publication series

SeriesEconometric Institute Reprint serie
VolumeEI-1363

Cite this