Joint density of correlations in the correlation matrix with chordal sparsity patterns
DOI10.1016/J.JMVA.2014.04.006zbMATH Open1360.62296DBLPjournals/ma/Kurowicka14OpenAlexW2033164884WikidataQ56865715 ScholiaQ56865715MaRDI QIDQ2015063FDOQ2015063
Authors: D. Kurowicka 
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.006
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Cites Work
- Generating random correlation matrices based on partial correlations
- Generating random correlation matrices based on vines and extended onion method
- Incidence matrices and interval graphs
- Positive definite completions of partial Hermitian matrices
- Algorithmic Aspects of Vertex Elimination on Graphs
- A parameterization of positive definite matrices in terms of partial correlation vines
- Determinantal formulae for matrices with sparse inverses
- Behavior of the NORTA method for correlated random vector generation as the dimension increases
Cited In (6)
- Three-by-three correlation matrices: its exact shape and a family of distributions
- On some multivariate gamma distributions connected with spanning trees
- An efficient algorithm to assess multivariate surrogate endpoints in a causal inference framework
- Completion problem with partial correlation vines
- Parametrising correlation matrices
- Generating random correlation matrices based on vines and extended onion method
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