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Adjusting an Invalid Correlation Matrix with Applications to High-Dimensional Biological Data

Authors :
Natapol Pornputtapong
Amporn Atsawarungruangkit
Kawee Numpacharoen
Source :
SSRN Electronic Journal.
Publication Year :
2013
Publisher :
Elsevier BV, 2013.

Details

ISSN :
15565068
Database :
OpenAIRE
Journal :
SSRN Electronic Journal
Accession number :
edsair.doi...........ccc4c3b9ce59ebd014fd72e339a11760
Full Text :
https://doi.org/10.2139/ssrn.2332549