Statistical corrections of invalid correlation matrices (Q2868869)

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scientific article; zbMATH DE number 6239700
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Statistical corrections of invalid correlation matrices
scientific article; zbMATH DE number 6239700

    Statements

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    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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    Statistical corrections of invalid correlation matrices (English)
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