A new method for generating random correlation matrices
Ilya Archakov, Peter Reinhard Hansen and Yiyao Luo
| Year of publication: |
2024
|
|---|---|
| Authors: | Archakov, Ilya ; Hansen, Peter Reinhard ; Luo, Yiyao |
| Subject: | Random correlation matrix | Fisher transformation | covariance modelling | Korrelation | Correlation | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra | Stochastischer Prozess | Stochastic process |
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