Unconstrained Cholesky-based parametrization of correlation matrices (Q5082802)
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scientific article; zbMATH DE number 7545740
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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