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Completing the matrix

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      <subfield code="a">Georgescu, Dan</subfield>
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      <subfield code="a">Completing the matrix</subfield>
      <subfield code="c">Dan Georgescu, Nick Higham</subfield>
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      <subfield code="a">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.</subfield>
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      <subfield code="t">The Actuary : the magazine of the Institute & Faculty of Actuaries</subfield>
      <subfield code="d">London :  Redactive Publishing, 2019-</subfield>
      <subfield code="g">02/11/2020 Número 10 - noviembre 2020 , p. 24-27</subfield>
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