Pages that link to "Item:Q5427788"

The following pages link to Parameterizing correlations: a geometric interpretation (Q5427788):

Displaying 25 items.

• A deep learning algorithm for high-dimensional exploratory item factor analysis (Q823855) (← links)
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
• Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
• Penalising model component complexity: a principled, practical approach to constructing priors (Q1790379) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
• Parametrising correlation matrices (Q2181727) (← links)
• A trivariate Gaussian copula stochastic frontier model with sample selection (Q2237545) (← links)
• A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
• Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
• Canonical correlation for principal components of time series (Q2403411) (← links)
• Two Useful Techniques for Financial Modelling Problems (Q2786204) (← links)
• Penalty decomposition methods for rank minimization (Q2943834) (← links)
• Group Kernels for Gaussian Process Metamodels with Categorical Inputs (Q3296931) (← links)
• Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
• Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
• A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
• Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510) (← links)
• A Black–Litterman approach to correlation stress testing (Q5245918) (← links)
• On the low rank solution of the Q‐weighted nearest correlation matrix problem (Q5739764) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
• Bayesian estimation of correlation matrices of longitudinal data (Q6120421) (← links)