Rutger D. van Oest. Unconstrained Cholesky-based parametrization of correlation matrices. Communications in Statistics - Simulation and Computation, 50(11):3607-3613, 2021. [doi]
@article{Oest21,
title = {Unconstrained Cholesky-based parametrization of correlation matrices},
author = {Rutger D. van Oest},
year = {2021},
doi = {10.1080/03610918.2019.1628271},
url = {https://doi.org/10.1080/03610918.2019.1628271},
researchr = {https://researchr.org/publication/Oest21},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {50},
number = {11},
pages = {3607-3613},
}