A method for generating realistic correlation matrices (Q386759)
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scientific article; zbMATH DE number 6237195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A method for generating realistic correlation matrices |
scientific article; zbMATH DE number 6237195 |
Statements
A method for generating realistic correlation matrices (English)
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10 December 2013
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correlation matrix
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simulating matrices
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Toeplitz matrix
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Weyl inequalities
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eigenvalues
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0.8373900055885315
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0.7937564253807068
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0.7937511205673218
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0.7912828922271729
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0.7851419448852539
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