Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints
DOI10.1016/J.CSDA.2019.106834OpenAlexW2971822027WikidataQ127307239 ScholiaQ127307239MaRDI QIDQ2008126FDOQ2008126
Authors: Alvaro Jóse Flórez, Ariel Alonso Abad, Geert Molenberghs, Wim Van der Elst 
Publication date: 22 November 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/643991
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Cites Work
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- Statistics and Causal Inference
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- The evaluation of surrogate endpoints.
- Generating random correlation matrices by the simple rejection method: why it does not work
- Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint
- Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- On the relationship between the causal-inference and meta-analytic paradigms for the validation of surrogate endpoints
Cited In (5)
- Generation of positiv definite matrices with constraints to validate network algorithms for micro array data.
- An efficient algorithm to assess multivariate surrogate endpoints in a causal inference framework
- Bayesian ridge regression for survival data based on a vine copula-based prior
- A method for generating realistic correlation matrices
- Correlation matrix with block structure and efficient sampling methods
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