Statistical Corrections of Invalid Correlation Matrices
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Publication:2868869
DOI10.1111/sjos.12035zbMath1283.62067OpenAlexW1607175919MaRDI QIDQ2868869
Arnoldo Frigessi, Anders Løland, Nils Lid Hjort, Ragnar Bang Huseby
Publication date: 19 December 2013
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12035
Markov chain Monte CarloCholesky factorizationnon-informative priorspseudo-likelihoodpseudo-posteriorbeta distributionspositive definite
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical analysis or methods applied to Markov chains (65C40)
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