Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology ...
Restoring Definiteness via Shrinking, with an Application to Correlation Matrices with a Fixed Block
This is a preview. Log in through your library . Abstract Indefinite approximations of positive semidefinite matrices arise in various data analysis applications involving covariance matrices and ...
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