David Melkuev

Department of Statistics and Actuarial Science, University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

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Correlation Matrices with the Perron-Frobenius Property

Number of pages: 43 Posted: 11 Sep 2014
Wilfrid Laurier University - School of Business & Economics, Department of Mathematics and Statistics, McMaster University, Canada, Department of Statistics and Actuarial Science, University of Waterloo and Department of Statistics and Actuarial Science, University of WaterlooColumbia University, Columbia Business School, Finance and Economics, Students
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Perron-Frobenius, Correlation-matrices