Mishra, SK - Volkswirtschaftliche Fakultät, … - 2007
method also may be used. Secondly, these methods are easily amenable to choice of the norm to minimize. Absolute, Frobenius … or Chebyshev norm may easily be used. Thirdly, the ‘complete the correlation matrix problem’ can be solved (in a limited … sense) by these methods. Fourthly, one may easily opt for weighted norm or un-weighted norm minimization. Fifthly …