A new method for generating random correlation matrices
Ilya Archakov, Peter Reinhard Hansen and Yiyao Luo
| Year of publication: |
2024
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|---|---|
| Authors: | Archakov, Ilya ; Hansen, Peter Reinhard ; Luo, Yiyao |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 27.2024, 2, p. 188-212
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| Subject: | Random correlation matrix | Fisher transformation | covariance modelling | Korrelation | Correlation | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utad027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046370