The following pages link to On Random Correlation Matrices (Q3211469):
Displaying 13 items.
- Global correlation and uncertainty accounting (Q325000) (← links)
- A method for generating realistic correlation matrices (Q386759) (← links)
- Generating random correlation matrices based on partial correlations (Q853948) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
- The method of fundamental solutions for solving options pricing models (Q945379) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Generating random correlation matrices by the simple rejection method: why it does not work (Q2452869) (← links)
- Generic features in the spectral decomposition of correlation matrices (Q4958132) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242) (← links)
- The asymptotic distribution of the determinant of a random correlation matrix (Q6089158) (← links)
