Generating random correlation matrices based on partial correlations (Q853948)
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scientific article; zbMATH DE number 5078850
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| English | Generating random correlation matrices based on partial correlations |
scientific article; zbMATH DE number 5078850 |
Statements
Generating random correlation matrices based on partial correlations (English)
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7 December 2006
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beta distribution
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determinant of correlation matrix
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0.93207574
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0.9074838
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0.89509493
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0.8834267
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0.8810677
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