scientific article; zbMATH DE number 3923889

MaRDI QIDQ3698089zbMATH OpenFDO

Authors Shang P. Lin, Michael D. Perlman

Publication date 1985

zbMATH Keywords

Fisher z-scaleJames-Stein estimatormultivariate normal distributionpopulation correlation matrixtransformed statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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• Estimating correlation matrices that have common eigenvectors.
• The correlation memory matrix for parameter estimation
• Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
• Statistical corrections of invalid correlation matrices
• Statistical rehabilitation of improper correlation matrices
• A New Approach to the Estimation of Inter-Variable Correlation
• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm
• A note on adjusting correlation matrices
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• IMPROVED CORRELATION DIMENSION CALCULATION

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