On near and the nearest correlation matrix
On near and the nearest correlation matrix
复制标题
DOI：
10.1080/14029251.2013.855050
复制
发表时间：
2013-09-01
影响因子：
0.7
通讯作者：
Zusmanovich, Pasha
中科院分区：
文献类型：
--
作者：
Zusmanovich, Pasha
We present an elementary heuristic reasoning based on Arnold's theory of versal deformations in support of a straightforward algorithm for finding a correlation matrix near a given symmetric one.
