Pages that link to "Item:Q900522"

The following pages link to Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522):

Displaying 15 items.

• Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
• Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints (Q2008126) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• An analytical shrinkage estimator for linear regression (Q2112282) (← links)
• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction (Q2124749) (← links)
• Parametrising correlation matrices (Q2181727) (← links)
• Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis (Q5005203) (← links)
• The shape of partial correlation matrices (Q5079819) (← links)
• Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
• An efficient algorithm for sampling from sin^<i>k</i> (<i>x</i>) for generating random correlation matrices (Q5083015) (← links)
• Parameterizing correlations: a geometric interpretation (Q5427788) (← links)
• Bayesian Copula Density Deconvolution for Zero-Inflated Data in Nutritional Epidemiology (Q6044608) (← links)
• Bayesian estimation of correlation matrices of longitudinal data (Q6120421) (← links)
• Latent variable Gaussian process models: a rank-based analysis and an alternative approach (Q6555541) (← links)