A New Parametrization of Correlation Matrices
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Publication:5020500
DOI10.3982/ECTA16910zbMath1497.62193arXiv2012.02395OpenAlexW3185851089MaRDI QIDQ5020500
Ilya Archakov, Peter Reinhard Hansen
Publication date: 6 January 2022
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.02395
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