Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor

By Mohsen Pourahmadi, Xiao Wang. 2015

49 citations recorded by the source corpus.

Subfields: Geometry and Topology, Statistics and Probability, Signal Processing

View Paper: https://www.semanticscholar.org/paper/0770182e53a422fa78ddb3fa550b59979139cd0c