Statistical Corrections of Invalid Correlation Matrices (Q2868869): Difference between revisions
From MaRDI portal
Latest revision as of 03:57, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Statistical Corrections of Invalid Correlation Matrices |
scientific article |
Statements
Statistical Corrections of Invalid Correlation Matrices (English)
0 references
19 December 2013
0 references
beta distributions
0 references
Cholesky factorization
0 references
Markov chain Monte Carlo
0 references
non-informative priors
0 references
positive definite
0 references
pseudo-likelihood
0 references
pseudo-posterior
0 references
0 references
0 references