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Parsimonious parameterization of correlation matrices using truncated vines and factor analysis - MaRDI portal

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

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scientific article; zbMATH DE number 6984023
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Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
scientific article; zbMATH DE number 6984023

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