Statistical Corrections of Invalid Correlation Matrices
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Publication:2868869
DOI10.1111/sjos.12035zbMath1283.62067MaRDI 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 Carlo; Cholesky factorization; non-informative priors; pseudo-likelihood; pseudo-posterior; beta distributions; positive definite
62H12: Estimation in multivariate analysis
62G05: Nonparametric estimation
62H20: Measures of association (correlation, canonical correlation, etc.)
65C40: Numerical analysis or methods applied to Markov chains
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Cites Work
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