Computing the nearest correlation matrix--a problem from finance
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Combined model of intrinsic and extrinsic variability for computational network design with application to synthetic biologyComputational and statistical tradeoffs via convex relaxation.Item response theory and structural equation modelling for ordinal data: Describing the relationship between KIDSCREEN and Life-H.Negative Correlations in Visual Cortical NetworksConcurrent Generation of Ordinal and Normal Data.Simulating Ordinal Data.Concurrent generation of multivariate mixed data with variables of dissimilar typesA network-based kernel machine test for the identification of risk pathways in genome-wide association studiesIntegrating personality research and animal contest theory: aggressiveness in the green swordtail Xiphophorus helleri.The Ising decoder: reading out the activity of large neural ensembles.Generating correlation matrices based on the boundaries of their coefficients.Principal networksComparing the Effects of Different Smoothing Algorithms on the Assessment of Dimensionality of Ordered Categorical Items with Parallel Analysis.A simulation framework for correlated count data of features subsets in high-throughput sequencing or proteomics experiments.Shared additive genetic influences on DSM-IV criteria for alcohol dependence in subjects of European ancestry.Hierarchical organization of functional connectivity in the mouse brain: a complex network approach.Pathway-Based Kernel Boosting for the Analysis of Genome-Wide Association Studies.A Blueprint for Full Collective Flood Risk Estimation: Demonstration for European River Flooding.A comparison of methods to estimate genomic relationships using pedigree and markers in livestock populations.Robust and sparse correlation matrix estimation for the analysis of high-dimensional genomics data.Covariate selection for association screening in multiphenotype genetic studies.Estimation of positive semidefinite correlation matrices by using convex quadratic semidefinite programming.Weighted multiple testing correction for correlated tests.Feature extraction across individual time series observations with spikes using wavelet principal component analysis.A penalized likelihood approach to pooling estimates of covariance components from analyses by parts.Clustering of samples and variables with mixed-type data.On the solution multiplicity of the Fleishman method and its impact in simulation studies.A Comparison of Matrix Smoothing Algorithms.Generating spike trains with specified correlation coefficients.Handling hybrid and missing data in constraint-based causal discovery to study the etiology of ADHD.Statistical metrics for assessing the quality of wind power scenarios for stochastic unit commitmentImproved methods for observing Earth's time variable mass distribution with GRACE using spherical cap masconsMultivariate elliptically contoured stable distributions: theory and estimationSSRs, SNPs and DArTs comparison on estimation of relatedness and genetic parameters’ precision from a small half-sib sample population of Eucalyptus grandisEstimates of genetic parameters and breeding values from western larch open-pollinated families using marker-based relationshipComparison of genetic parameters from marker-based relationship, sibship, and combined models in Scots pine multi-site open-pollinated testsApplying stochastic small-scale damage functions to German winter stormsSolar thematic maps for space weather operationsA noise model for InSAR time seriesRegressograms and Mean-Covariance Models for Incomplete Longitudinal Data
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Computing the nearest correlation matrix--a problem from finance
description
wetenschappelijk artikel
@nl
наукова стаття, опублікована в липні 2002
@uk
name
Computing the nearest correlation matrix--a problem from finance
@en
Computing the nearest correlation matrix--a problem from finance
@nl
type
label
Computing the nearest correlation matrix--a problem from finance
@en
Computing the nearest correlation matrix--a problem from finance
@nl
prefLabel
Computing the nearest correlation matrix--a problem from finance
@en
Computing the nearest correlation matrix--a problem from finance
@nl
P356
P1476
Computing the nearest correlation matrix--a problem from finance
@en
P2093
N. J. Higham
P304
P356
10.1093/IMANUM/22.3.329
P577
2002-07-01T00:00:00Z