Rehabilitation of improper correlation matrices Arnoldo Frigessi Anders Løland Antonio Pievatolo Fabrizio Ruggeri Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/03/09) Year: 2009 Issue: SAMBA/03/09 Number of pages: 19 Link: FULLTEKST: http://publications.nr.no/4938/Frigessi_-_Rehabilitation_of_improper_correlation_matrices.pdf Arnoldo Frigessi Scientific strategic advisor Anders Løland Research Director SAMBA You are here: Home Publications Report Rehabilitation of improper correlation matrices
