An iterative algorithm to produce a positive definite correlation matrix from an approximate correlation matrix (with a program user's guide)
2011 ◽
Vol 15
(10)
◽
pp. 1038-1040
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Keyword(s):
Keyword(s):
2013 ◽
Vol E96.B
(7)
◽
pp. 1945-1952
2014 ◽
Vol 351
(1)
◽
pp. 340-357
◽
2004 ◽
Vol 20
(4)
◽
pp. 237-246
◽
2007 ◽
Vol 28
(4)
◽
pp. 240-251
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