Pages that link to "Item:Q5020500"

The following pages link to A New Parametrization of Correlation Matrices (Q5020500):

Displaying 31 items.

• Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
• A spherical representation of a correlation matrix (Q1126402) (← links)
• A parameterization of positive definite matrices in terms of partial correlation vines (Q1410721) (← links)
• The correlation memory matrix for parameter estimation (Q1569216) (← links)
• Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
• Parametrising correlation matrices (Q2181727) (← links)
• Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
• Two Useful Techniques for Financial Modelling Problems (Q2786204) (← links)
• Statistical rehabilitation of improper correlation matrices (Q3088326) (← links)
• (Q3481055) (← links)
• A New Approach to the Estimation of Inter-Variable Correlation (Q3526084) (← links)
• Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm (Q3615028) (← links)
• A note on adjusting correlation matrices (Q4541610) (← links)
• The shape of partial correlation matrices (Q5079819) (← links)
• Unconstrained Cholesky-based parametrization of correlation matrices (Q5082802) (← links)
• (Q5237822) (← links)
• Modelling structured correlation matrices (Q5384457) (← links)
• Parameterizing correlations: a geometric interpretation (Q5427788) (← links)
• (Q5781443) (← links)
• (Q5879918) (← links)
• Theoretically and Computationally Convenient Geometries on Full-Rank Correlation Matrices (Q5885798) (← links)
• A note on portfolios of averages of lognormal variables (Q6072269) (← links)
• A dynamic conditional score model for the log correlation matrix (Q6090565) (← links)
• Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (Q6108290) (← links)
• Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
• Permutation-invariant log-Euclidean geometries on full-rank correlation matrices (Q6540317) (← links)
• Dynamic partial correlation models (Q6554221) (← links)
• Large Order-Invariant Bayesian VARs with Stochastic Volatility (Q6626250) (← links)
• Variational Inference for Large Bayesian Vector Autoregressions (Q6626273) (← links)
• Adaptive joint distribution learning (Q6664475) (← links)
• Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support (Q6665488) (← links)