Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (Q3606652): Difference between revisions
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Revision as of 00:46, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters |
scientific article |
Statements
Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (English)
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26 February 2009
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maximum likelihood estimation
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moving average coefficient
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positive-definiteness constraint
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unconstrained parameterization
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variance-correlation separation
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