Completing the matrix

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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Dan Georgescu, Nick Higham</note>
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<title>The Actuary : the magazine of the Institute & Faculty of Actuaries</title>
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<publisher>London :  Redactive Publishing, 2019-</publisher>
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<text>02/11/2020 Número 10 - noviembre 2020 , p. 24-27</text>
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