Items where Author is "Raydan, Marcos"
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Article
Borsdorf, Rüdiger and Higham, Nicholas J. and Raydan, Marcos (2010) Computing a Nearest Correlation Matrix with Factor Structure. SIAM Journal on Matrix Analysis and Applications, 31 (5). pp. 2603-2622. ISSN 1095-7162
MIMS Preprint
Borsdorf, Rüdiger and Higham, Nicholas J. and Raydan, Marcos (2009) Computing a Nearest Correlation Matrix with Factor Structure. [MIMS Preprint]
Borsdorf, Rüdiger and Higham, Nicholas J. and Raydan, Marcos (2009) Computing a Nearest Correlation Matrix with Factor Structure. [MIMS Preprint]