Generating random correlation matrices by the simple rejection method: why it does not work (Q2452869)
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scientific article; zbMATH DE number 6301087
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| English | Generating random correlation matrices by the simple rejection method: why it does not work |
scientific article; zbMATH DE number 6301087 |
Statements
Generating random correlation matrices by the simple rejection method: why it does not work (English)
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5 June 2014
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random correlation matrix
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Barnes \(G\)-function
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asymptotic approximation
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0.8576634526252747
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0.8394566774368286
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0.8234491348266602
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0.806342363357544
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0.803558886051178
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