"Detection of block-exchangeable structure in large-scale correlation matrices."

Samuel Perreault, Thierry Duchesne, Johanna Neslehová (2019)

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DOI: 10.1016/J.JMVA.2018.10.009

access: closed

type: Journal Article

metadata version: 2021-10-14

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Samuel Perreault, Thierry Duchesne, Johanna Neslehová:
Detection of block-exchangeable structure in large-scale correlation matrices. J. Multivar. Anal. 169: 400-422 (2019)

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