Statistical rehabilitation of improper correlation matrices (Q3088326)

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Statistical rehabilitation of improper correlation matrices
scientific article

    Statements

    title
    Statistical rehabilitation of improper correlation matrices (English)
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    author
    Arnoldo Frigessi
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    Anders Løland
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    Antonio Pievatolo
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    Fabrizio Ruggeri
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    publication date
    19 August 2011
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    zbMATH Keywords
    Bayesian statistics
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    statistics
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    correlation
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    beta distribution
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62F15
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    62H20
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    62H05
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    zbMATH DE Number
    5940887
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