Borsdorf, R., Higham, N. J., & Raydan, M. (2010). Computing a Nearest Correlation Matrix with Factor Structure. SIAM journal on matrix analysis and applications, 31(5), 2603-2622. https://doi.org/10.1137/090776718
Chicago Style (17th ed.) CitationBorsdorf, Rüdiger, Nicholas J. Higham, and Marcos Raydan. "Computing a Nearest Correlation Matrix with Factor Structure." SIAM Journal on Matrix Analysis and Applications 31, no. 5 (2010): 2603-2622. https://doi.org/10.1137/090776718.
MLA (9th ed.) CitationBorsdorf, Rüdiger, et al. "Computing a Nearest Correlation Matrix with Factor Structure." SIAM Journal on Matrix Analysis and Applications, vol. 31, no. 5, 2010, pp. 2603-2622, https://doi.org/10.1137/090776718.
Warning: These citations may not always be 100% accurate.