Statistical Corrections of Invalid Correlation Matrices (Q2868869): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: LBFGS-B / rank | |||
Normal rank | |||
Revision as of 05:22, 29 February 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
