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zbMATH Open1357.15021MaRDI QIDQ3187666

Werner Hürlimann

Publication date: 2 September 2016

Title of this publication is not available (Why is that?)

zbMATH Keywords

recursive algorithm correlation matrix determinantal identity partial correlation elliptope positive semi-definite matrix canonical parametrization

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48)

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