Population correlation matrices for sampling experiments

DOI10.1080/03610917808812068MaRDI QIDQ4167388zbMATH OpenOpenAlexFDO

Authors Robert B. Bendel, M. Ray Mickey

Publication date 1978

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610917808812068

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• Comparison of Stopping Rules in Forward "Stepwise" Regression
• Comparison of Stopping Rules in Forward Stepwise Discriminant Analysis
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Cited in

(17)

• A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction
• How should the cost of joint risk capital be allocated for performance measurement?
• Constructing all self-adjoint matrices with prescribed spectrum and diagonal
• A new method of generating correlation matrices
• Model-based principal components of correlation matrices
• VARIABLE SELECTION AND INTERPRETATION OF COVARIANCE PRINCIPAL COMPONENTS
• A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis
• An efficient algorithm for sampling from sin^k (x) for generating random correlation matrices
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
• scientific article; zbMATH DE number 7415079 (Why is no real title available?)
• Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
• A Simple and Fast Algorithm for Generating Correlation Matrices with a Known Average Correlation Coefficient
• A new method for generating random correlation matrices
• CM-generator: an approach for generating customized correlation matrices
• Generating random correlation matrices based on partial correlations
• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor

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