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Qingna Li
Information about the author Qingna Li will soon be added to the site.
Found
3 papers
in total
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A projected semismooth Newton method for problems of calibrating least squares covariance matrix
2011
In this paper we propose a projected semismooth Newton method to solve the problem of...
Block relaxation and majorization methods for the nearest correlation matrix with factor structure
2011
We propose two numerical methods, namely the alternating block relaxation method and...
Newton's Method for Computing the Nearest Correlation Matrix with a Simple Upper Bound
2010
The standard nearest correlation matrix can be efficiently computed by exploiting a...
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