Browsing Publikasjoner fra CRIStin - BI by Journals "Communications in statistics. Simulation and computation"
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Unconstrained Cholesky-based parametrization of correlation matrices
(Journal article; Peer reviewed, 2019)Parameter estimation is relatively complicated for models containing correlation matrices, because the elements of correlation matrices are heavily constrained. We put forward a Cholesky-based parametrization that is easy ...