"Unconstrained Cholesky-based parametrization of correlation matrices."

Rutger D. van Oest (2021)

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DOI: 10.1080/03610918.2019.1628271

access: closed

type: Journal Article

metadata version: 2025-01-19

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Rutger D. van Oest:
Unconstrained Cholesky-based parametrization of correlation matrices. Commun. Stat. Simul. Comput. 50(11): 3607-3613 (2021)

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