The shape of partial correlation matrices

DOI10.1080/03610926.2020.1811338MaRDI QIDQ5079819zbMATH OpenOpenAlexFDO

Authors Richard Artner, Paul P. Wellingerhof, Ginette Lafit, Tim Loossens, Wolf Vanpaemel, Francis Tuerlinckx

Publication date 30 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://lirias.kuleuven.be/handle/123456789/660466

zbMATH Keywords

concentration matrixelliptical tetrahedrongraphical modelspartial correlations

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Descriptive measures of multivariate scatter and linear dependence
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
• Efficient estimation of covariance selection models
• Generating random correlation matrices based on partial correlations
• Generating random correlation matrices based on vines and extended onion method
• Generating random correlation matrices by the simple rejection method: why it does not work
• High-dimensional Gaussian graphical model selection: walk summability and local separation criterion
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• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation
• Tridiagonal Toeplitz matrices: properties and novel applications

Cited in

(3)

• A New Parametrization of Correlation Matrices
• Introduction to correlation networks: interdisciplinary approaches beyond thresholding
• Correlations whose squares are perspectivities

Describes a project that uses

Uses Software

• R

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