Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151444 | Statistics & Probability Letters | 2015 | 6 Pages |
Abstract
We present two novel and explicit parametrizations of Cholesky factor of a nonsingular correlation matrix. One that uses semi-partial correlation coefficients, and a second that utilizes differences between the successive ratios of two determinants. To each, we offer a useful application.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Vered Madar,