Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522)
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scientific article; zbMATH DE number 6523406
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| English | Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor |
scientific article; zbMATH DE number 6523406 |
Statements
Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (English)
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22 December 2015
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Jacobian
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simulation
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positive-definiteness
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reparameterization
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0.8545348048210144
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0.7711073160171509
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0.7662789225578308
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0.7643805742263794
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0.757387101650238
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