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A parameterization of positive definite matrices in terms of partial correlation vines
Dorota Kurowicka, Roger CookeVolume:
372
Year:
2003
Language:
english
Pages:
27
Journal:
Linear Algebra and its Applications
DOI:
10.1016/s0024-3795(03)00507-x
File:
PDF, 221 KB
english, 2003