Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses ...

Adi Raveh, On the Use of the Inverse of the Correlation Matrix in Multivariate Data Analysis, The American Statistician, Vol. 39, No. 1 (Feb., 1985), pp. 39-42 ...