Statistical corrections of invalid correlation matrices (Q2868869)
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 6239700
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical corrections of invalid correlation matrices |
scientific article; zbMATH DE number 6239700 |
Statements
19 December 2013
0 references
beta distributions
0 references
Cholesky factorization
0 references
Markov chain Monte Carlo
0 references
non-informative priors
0 references
positive definite
0 references
pseudo-likelihood
0 references
pseudo-posterior
0 references
0 references
0.92800367
0 references
0.8856786
0 references
0.8636081
0 references
0.8455504
0 references
Statistical corrections of invalid correlation matrices (English)
0 references
