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Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor - MaRDI portal

Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor

From MaRDI portal
Publication:147646

DOI10.1016/J.SPL.2015.06.015MaRDI QIDQ147646

Xiao Wang, Mohsen Pourahmadi

Publication date: November 2015

Published in: Statistics & Probability Letters (Search for Journal in Brave)




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