Three-by-three correlation matrices: its exact shape and a family of distributions

DOI10.1016/J.LAA.2014.06.039MaRDI QIDQ2250952zbMATH OpenOpenAlexFDO

Authors Kian Ming A. Chai

Publication date 22 July 2014

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2014.06.039

zbMATH Keywords

Bayesian analysisDirichlet distributionmultivariate analysiscorrelation matrixelliptopeorthant probabilityelliptical tetrahedronthree-simplex

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical distribution theory (62E99) Special matrices (15B99)

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Cites work

• scientific article; zbMATH DE number 5274819 (Why is no real title available?)
• A Cauchy-Schwarz inequality for triples of vectors
• Matrix tricks for linear statistical models. Our personal top twenty.
• On a positive semidefinite relaxation of the cut polytope
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Range restrictions for product-moment correlation matrices
• The Schur complement and its applications

Cited in

(5)

• Simplicial faces of the set of correlation matrices
• Joint density of correlations in the correlation matrix with chordal sparsity patterns
• Likelihood geometry of correlation models
• The volume of the spatial region corresponding to \(n\times n\) correlation matrices
• scientific article; zbMATH DE number 4009578 (Why is no real title available?)

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