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Block relaxation and majorization methods for the nearest correlation matrix with factor structure 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2011, 卷号: 50, 期号: 2, 页码: 327-349
Authors:  Li, Qingna;  Qi, Houduo;  Xiu, Naihua
Favorite  |  View/Download:26/0  |  Submit date:2018/07/30
Block relaxation methods  Majorization methods  Correlation matrix  Factor structure