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Completing the matrix
Recurso electrónico / Electronic resource
MAP20200036364
Georgescu, Dan ‌
Completing the matrix / Dan Georgescu, Nick Higham
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
En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 02/11/2020 Número 10 - noviembre 2020 , p. 24-27
1. Cálculo actuarial ‌. 2. Modelos actuariales ‌. 3. Algoritmos ‌. I. Higham, Nick ‌. II. Título.