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

D Kurowicka, RM Cooke

    Research output: Contribution to journalArticleScientificpeer-review

    33 Citations (Scopus)
    Original languageUndefined/Unknown
    Pages (from-to)225-251
    Number of pages27
    JournalLinear Algebra and Its Applications
    Volume372
    Publication statusPublished - 2003

    Keywords

    • Wiskunde en Informatica
    • Techniek
    • technische Wiskunde en Informatica
    • ZX CWTS JFIS < 1.00

    Cite this