Adjusting Correlation Matrices Via a Bayesian Approach(Session 6C(IASC-ARS))
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概要
- 論文の詳細を見る
- 2012-11-01
著者
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Yu Philip
Department Of Computer Science University Of Illinois
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LI W.
Department of Growth and Development, University of California
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NG F.
Department of Statistics and Actuarial Science The University of Hong Kong
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YU Philip
Department of Statistics and Actuarial Science The University of Hong Kong
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NG F.C.
Department of Statistics and Actuarial Science The University of Hong Kong
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LI W.
Department of Statistics and Actuarial Science The University of Hong Kong
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