Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
type: Item
instance of: scholarly article
title: Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
zbMATH Open document ID: 1398.62133
author: M. Pourahmadi
author: Xiao Wang
published in: Statistics \& Probability Letters
publication date: 2015-12-22T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 6523406
zbMATH Keywords: Jacobian
zbMATH Keywords: simulation
zbMATH Keywords: positive-definiteness
zbMATH Keywords: reparameterization
MaRDI profile type: Publication
full work available at URL: j.spl.2015.06.015
OpenAlex ID: W1120194648
cites work: Population correlation matrices for sampling experiments
cites work: Generating random correlation matrices by the simple rejection method: why it does not work
cites work: Modeling covariance matrices via partial autocorrelations
cites work: Numerically stable generation of correlation matrices and their factors
cites work: Q3723577
cites work: On Random Correlation Matrices
cites work: Generating random correlation matrices based on partial correlations
cites work: The generation of pseudo- random correlation matrices
cites work: Generating random correlation matrices based on vines and extended onion method
cites work: Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
cites work: Generating Correlation Matrices
cites work: Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint
cites work: Q3219581
cites work: Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
cites work: Parameterizing correlations: a geometric interpretation
cites work: Efficient estimation of covariance selection models
cites work: A Joint Modelling Approach for Longitudinal Studies
DOI: 10.1016/J.SPL.2015.06.015
description: scientific article; zbMATH DE number 6523406