A new method of generating correlation matrices

DOI10.1080/00949658008810395MaRDI QIDQ3914379zbMATH OpenOpenAlexFDO

Authors Thomas P. Ryan

Publication date 1980

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658008810395

zbMATH Keywords

biased regression estimatorsgenerating correlation matricesleast squares estimatorpackage regression routines

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• Generation of correlation matrices with a given eigen–structure
• Population correlation matrices for sampling experiments

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