Generating Correlation Matrices

DOI10.1137/0905034zbMATH Open0552.65006OpenAlexW2000295531WikidataQ101424851 ScholiaQ101424851MaRDI QIDQ3345657FDOQ3345657

Ingram Olkin, George Marsaglia

Publication date: 1984

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0905034

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zbMATH Keywords

random correlation matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Random number generation in numerical analysis (65C10)

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