A numerical likelihood-based approach to combining correlation matrices

DOI10.1080/03610918.2011.615435MaRDI QIDQ3168380zbMATH OpenOpenAlexFDO

Authors Myung Soon Song, Leon Jay Gleser

Publication date 30 October 2012

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.615435

zbMATH Keywords

correlation matrixlikelihoodmeta-analysisnumerical integration

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3172255 (Why is no real title available?)
• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• scientific article; zbMATH DE number 465664 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
• Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(5)

• Role of initial conditions in the dynamics of a double pendulum at low energies
• On the parametric excitation of a Timoshenko beam due to intermittent passage of moving masses: instability and resonance analysis
• Stochastic synchronization of rotating parametric pendulums
• Resonance oscillations in a mass-spring impact oscillator
• Combining dissimilarity matrices by using rank correlations

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