A parameterization of positive definite matrices in terms of partial correlation vines

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	225-251
Number of pages	27
Journal	Linear Algebra and Its Applications
Volume	372
Publication status	Published - 2003

Keywords

@article{c684b35f8dd44bafb9d0988ef446464d,

title = "A parameterization of positive definite matrices in terms of partial correlation vines",

keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica, ZX CWTS JFIS < 1.00",

author = "D Kurowicka and RM Cooke",

year = "2003",

language = "Undefined/Unknown",

volume = "372",

pages = "225--251",

journal = "Linear Algebra and Its Applications",

issn = "0024-3795",

publisher = "Elsevier",

}

TY - JOUR

T1 - A parameterization of positive definite matrices in terms of partial correlation vines

AU - Kurowicka, D

AU - Cooke, RM

PY - 2003

Y1 - 2003

KW - Wiskunde en Informatica

KW - Techniek

KW - technische Wiskunde en Informatica

KW - ZX CWTS JFIS < 1.00

M3 - Article

SN - 0024-3795

VL - 372

SP - 225

EP - 251

JO - Linear Algebra and Its Applications

JF - Linear Algebra and Its Applications

ER -