Mengyi Wang

Tongji University

1239 Siping Road

Shanghai, 200092

China

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A Special Cholesky-Based Parametrization for Estimation of Restricted Correlation Matrices

Number of pages: 19 Posted: 05 Nov 2024

Huang Kun, Xin Ye and Mengyi Wang

Tongji University, Tongji University and Tongji University

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