Pages that link to "Item:Q5082802"
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The following pages link to Unconstrained Cholesky-based parametrization of correlation matrices (Q5082802):
Displaying 10 items.
- 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)
- On the structure and invertibility of the autocorrelation matrix in the unconstrained FDLMS problem (Q1350703) (← 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 Useful Techniques for Financial Modelling Problems (Q2786204) (← links)
- A New Parametrization of Correlation Matrices (Q5020500) (← links)
- Modelling structured correlation matrices (Q5384457) (← links)
- Parameterizing correlations: a geometric interpretation (Q5427788) (← links)