A parameterization of positive definite matrices in terms of partial correlation vines
نویسندگان
چکیده
منابع مشابه
a study of translation of english litrary terms into persian
چکیده هدف از پژوهش حاضر بررسی ترجمه ی واژه های تخصصی حوزه ی ادبیات به منظور کاوش در زمینه ی ترجمه پذیری آنها و نیز راهکار های به کار رفته توسط سه مترجم فارسی زبان :سیامک بابایی(1386)، سیما داد(1378)،و سعید سبزیان(1384) است. هدف دیگر این مطالعه تحقیق در مورد روش های واژه سازی به کار رفته در ارائه معادل های فارسی واژه های ادبی می باشد. در راستای این اهداف،چارچوب نظری این پژوهش راهکارهای ترجمه ار...
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Both in classical multivariate analysis and in modern copula modeling, correlation matrices are a central concept of dependence modeling using multivariate normal distributions and copulas. Since the number of correlation parameters quadratically increases with the number of variables, parsimonious parameterizations of large correlation matrices in terms of O(d) parameters are important. While ...
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Partial correlation vines and the onion method are presented for generating random correlation matrices. As a special case, a uniform distribution over the set of d× d positive definite correlation matrices obtains. Byproducts are: (a) For a uniform distribution over the space of d × d correlation matrices, the marginal distribution of each correlation is Beta(d/2, d/2) on (−1, 1). (b) An ident...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2003
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(03)00507-x