Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor

DOI10.1016/J.SPL.2015.06.015MaRDI QIDQ147646FDOQ147646

Xiao Wang, Mohsen Pourahmadi

Publication date: November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Cited In (1)

• randcorr

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