Insight into the inverse and the determinant of correlation coefficient matrix

zbMATH Open1349.15012MaRDI QIDQ2991706FDOQ2991706

Authors: Shan Lu, Huiwen Wang, Rong Guan 

Publication date: 10 August 2016

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zbMATH Keywords

multiple linear regressioninversedeterminantpartial correlation coefficientcorrelation coefficient matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15)

Cited In (2)

• Statistical properties of the detrended multiple cross-correlation coefficient
• Some Observations on the Correlation Determinant

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