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Completing the matrix
Recurso electrónico / Electronic resource
Section: Articles
Title: Completing the matrix / Dan Georgescu, Nick HighamAuthor: Georgescu, Dan ‌
Notes: Sumario: Correlation matrices arise in many applications to model the dependence between variables. Dan Georgescu and Nick Higham ask what happens when we have a partially specified matrix and we wish to fill in the missing elements.Related records: En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 02/11/2020 Número 10 - noviembre 2020 , p. 24-27Materia / lugar / evento: Cálculo actuarial ‌Modelos actuariales ‌Algoritmos ‌Otros autores: Higham, Nick ‌
Other categories: 6
Rights: In Copyright (InC)
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