We present a parameterization of the class PD(n) of positive definite n ร n matrices using regular vines and partial correlations. Using a bijection from (-1, 1) is the class of n ร n correlation matrices) with a clear probabilistic interpretation [Ann. Statist. 30 (4) ( 2002) 1031], we suggest a n
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Representing positive-definite generalized kernels in terms of eigenfunctions of partial differential expressions
โ Scribed by Nguen tkhi Tam Bak
- Book ID
- 112485180
- Publisher
- Springer
- Year
- 1970
- Tongue
- English
- Weight
- 270 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0041-5995
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