Generating random correlation matrices based on partial correlations (Q853948)

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Generating random correlation matrices based on partial correlations
scientific article

    Statements

    title
    Generating random correlation matrices based on partial correlations (English)
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    author
    Joe, Harry
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    publication date
    7 December 2006
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    zbMATH Keywords
    beta distribution
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    determinant of correlation matrix
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    62H10
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    15B52
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    15A15
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    zbMATH DE Number
    5078850
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