Generating random correlation matrices based on vines and extended onion method (Q842918)
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scientific article; zbMATH DE number 5608042
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Generating random correlation matrices based on vines and extended onion method |
scientific article; zbMATH DE number 5608042 |
Statements
Generating random correlation matrices based on vines and extended onion method (English)
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28 September 2009
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dependence vines
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correlation matrix
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partial correlation
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onion method
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0.8177657723426819
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0.8018864393234253
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0.7814450860023499
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0.7735708951950073
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0.7725993990898132
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