Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parsimonious parameterization of correlation matrices using truncated vines and factor analysis |
scientific article |
Statements
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (English)
0 references
23 November 2018
0 references
multivariate normal
0 references
partial correlations
0 references
regular vines
0 references
Markov trees
0 references
EM algorithm
0 references
