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Estimation of partial correlation matrices using Cholesky decomposition - MaRDI portal

Estimation of partial correlation matrices using Cholesky decomposition (Q4182376)

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scientific article; zbMATH DE number 3619755
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English
Estimation of partial correlation matrices using Cholesky decomposition
scientific article; zbMATH DE number 3619755

    Statements

    title
    Estimation of partial correlation matrices using Cholesky decomposition (English)
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    publication date
    1979
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    zbMATH Keywords
    Estimation
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    Partial Correlation Matrices
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    Cholesky Decomposition
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    Multivariate Process
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    Identifiers

    zbMATH DE Number
    3619755
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