CM-generator: an approach for generating customized correlation matrices
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Cites work
- A method for generating realistic correlation matrices
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Behavior of the NORTA method for correlated random vector generation as the dimension increases
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- Generating Correlation Matrices
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
- Generating random correlation matrices based on partial correlations
- Generating random correlation matrices based on vines and extended onion method
- Generating random correlation matrices by the simple rejection method: why it does not work
- Generating valid \(4\times4\) correlation matrices
- Generation of correlation matrices with a given eigen–structure
- scientific article; zbMATH DE number 3083049 (Why is no real title available?)
- Numerically stable generation of correlation matrices and their factors
- On Random Correlation Matrices
- On the generation of correlation matrices
- Population correlation matrices for sampling experiments
- Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint
- Separation index and partial membership for clustering
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
- The generation of pseudo- random correlation matrices
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