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Browsing "통계학전공" bySubjectCholesky decomposition
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
Type
2019
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
신동완
Article
2019
Modeling of the ARMA random effects covariance matrix in logistic random effects models
유재근
Article
1
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