On Random Correlation Matrices
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- Global correlation matrix spectra of the surface temperature of the oceans from random matrix theory to Poisson fluctuations
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- On Nonlinear Correlation of Random Elements
- Bunches of random cross-correlated sequences
- The price of privately releasing contingency tables and the spectra of random matrices with correlated rows
- Subspace decomposition-based correlation matrix multiplication
- Toward a definition and understanding of correlation for variables constrained by random relations
- Random Databases with Correlated Data
- Global correlation and uncertainty accounting
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- scientific article; zbMATH DE number 1191214 (Why is no real title available?)
- A method for generating realistic correlation matrices
- Correlations on the strata of a random mapping
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- Generic features in the spectral decomposition of correlation matrices
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
- Universality of random matrices with correlated entries
- Positive definite random matrices.
- On the generation of correlation matrices
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
- The asymptotic distribution of the determinant of a random correlation matrix
- Random correlation matrices generated via partial correlation C-vines
- Introduction to correlation networks: interdisciplinary approaches beyond thresholding
- A new method for generating random correlation matrices
- CM-generator: an approach for generating customized correlation matrices
- Correlation matrix methods to assess the stirring performance of electromagnetic reverberation chambers
- Generating random correlation matrices based on vines and extended onion method
- Generating random correlation matrices based on partial correlations
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- The method of fundamental solutions for solving options pricing models
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices
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