A note on positive semi-definiteness of some non-pearsonian correlation matrices
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- Mishra, SK, 2007. "The nearest correlation matrix problem: Solution by differential evolution method of global optimization," MPRA Paper 2760, University Library of Munich, Germany, revised 17 Apr 2007.
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- Nayak, Purusottam & Mishra, SK, 2014.
"A state level analysis of the status of social sector in India,"
58144, University Library of Munich, Germany.
- Nayak, Purusottam & Mishra, Sudhanshu K, 2014. "A State Level Analysis of the Status of Social Sector in India," MPRA Paper 58136, University Library of Munich, Germany.
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KeywordsRobust correlation; outliers; Spearman’s rho; Blomqvist’s signum; Bradley’s absolute correlation; Shevlyakov’s median correlation; positive semi-definite matrix; fortran 77; computer program;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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