Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6984023
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parsimonious parameterization of correlation matrices using truncated vines and factor analysis |
scientific article; zbMATH DE number 6984023 |
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
0.7856950759887695
0 references
0.7657596468925476
0 references
0.7654786705970764
0 references
0.7582089900970459
0 references
0.7562676072120667
0 references
