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Generating Correlation Matrices Based on the Boundaries of Their Coefficients

Correlation coefficients among multiple variables are commonly described in the form of matrices. Applications of such correlation matrices can be found in many fields, such as finance, engineering, statistics, and medicine. This article proposes an efficient way to sequentially obtain the theoretic...

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Detalles Bibliográficos
Autores principales: Numpacharoen, Kawee, Atsawarungruangkit, Amporn
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2012
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3495965/
https://www.ncbi.nlm.nih.gov/pubmed/23152816
http://dx.doi.org/10.1371/journal.pone.0048902