Unconstrained Cholesky-based parametrization of correlation matrices (Q5082802)
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scientific article; zbMATH DE number 7545740
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| English | Unconstrained Cholesky-based parametrization of correlation matrices |
scientific article; zbMATH DE number 7545740 |
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Unconstrained Cholesky-based parametrization of correlation matrices (English)
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21 June 2022
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correlation matrices
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Cholesky decomposition
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unconstrained parametrization
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simulation
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0.8104280233383179
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0.792911171913147
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0.7889922261238098
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0.7791783213615417
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0.7747289538383484
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