A Riemannian structure for correlation matrices
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Publication:5205405
DOI10.7153/oam-2019-13-46zbMath1433.62149OpenAlexW2974392686WikidataQ115157715 ScholiaQ115157715MaRDI QIDQ5205405
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Publication date: 11 December 2019
Published in: Operators and Matrices (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7153/oam-2019-13-46
Statistics on manifolds (62R30) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
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