Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
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Publication:1694926
DOI10.1016/j.ejor.2017.05.023zbMath1381.62099OpenAlexW2616843069MaRDI QIDQ1694926
Alex Weissensteiner, Wolfgang K. Schief, Michael Hanke, Spiridon I. Penev
Publication date: 6 February 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.05.023
Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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