Statistical corrections of invalid correlation matrices (Q2868869)
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scientific article; zbMATH DE number 6239700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical corrections of invalid correlation matrices |
scientific article; zbMATH DE number 6239700 |
Statements
19 December 2013
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beta distributions
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Cholesky factorization
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Markov chain Monte Carlo
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non-informative priors
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positive definite
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pseudo-likelihood
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pseudo-posterior
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0.92800367
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0.8856786
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0.8636081
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0.8455504
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Statistical corrections of invalid correlation matrices (English)
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