Statistical Corrections of Invalid Correlation Matrices (Q2868869): Difference between revisions
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Revision as of 04:22, 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)
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19 December 2013
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beta distributions
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Cholesky factorization
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Markov chain Monte Carlo
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non-informative priors
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positive definite
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pseudo-likelihood
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pseudo-posterior
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