Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
type: Item
instance of: scholarly article
title: Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
zbMATH Open document ID: 1506.62028
author: Eike Christian Brechmann
author: Harry Joe
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6984023
zbMATH Keywords: multivariate normal
zbMATH Keywords: partial correlations
zbMATH Keywords: regular vines
zbMATH Keywords: Markov trees
zbMATH Keywords: EM algorithm
describes a project that uses: psych
MaRDI profile type: Publication
full work available at URL: j.csda.2014.03.002
OpenAlex ID: W2085474454
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DOI: 10.1016/J.CSDA.2014.03.002
description: scientific article; zbMATH DE number 6984023