Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595)

From MaRDI portal





scientific article; zbMATH DE number 6984023
Language Label Description Also known as
English
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
scientific article; zbMATH DE number 6984023

    Statements

    Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (English)
    0 references
    0 references
    23 November 2018
    0 references
    multivariate normal
    0 references
    partial correlations
    0 references
    regular vines
    0 references
    Markov trees
    0 references
    EM algorithm
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references