Generating random correlation matrices by the simple rejection method: Why it does not work
Year of publication: |
2014
|
---|---|
Authors: | Böhm, Walter ; Hornik, Kurt |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 87.2014, C, p. 27-30
|
Publisher: |
Elsevier |
Subject: | Random correlation matrix | Barnes G-function | Asymptotic approximation |
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