Parametrising correlation matrices

Peter J. Forrester, Jiyuan Zhang

Type: Preprint

Publication Date: 2018-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1812.07685

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Works That Cite This (0)

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Works Cited by This (14)

Action	Title	Year	Authors
+	An Introduction to Multivariate Statistics	1993	David L. Streiner
+ PDF Chat	Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor	2015	Mohsen Pourahmadi Xiao Wang
+	Log-Gases and Random Matrices	2010	Peter J. Forrester
+	Unconstrained parametrizations for variance-covariance matrices	1996	Jos� C. Pinheiro Douglas M. Bates
+	Joint density of correlations in the correlation matrix with chordal sparsity patterns	2014	Dorota Kurowicka
+	Parameterizing correlations: a geometric interpretation	2006	Francesco Rapisarda Damiano Brigo Fabio Mercurio
+	Random Matrix Theory and Wireless Communications	2004	Antonia M. Tulino Sergio Verdú
+	Schur complements and statistics	1981	Diane Valérie Ouellette
+	Generating random correlation matrices based on vines and extended onion method	2009	Daniel Lewandowski Dorota Kurowicka Harry Joe
+	Generating random correlation matrices based on partial correlations	2005	Harry Joe