Pages that link to "Item:Q4167388"
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The following pages link to Population correlation matrices for sampling experiments (Q4167388):
Displaying 14 items.
- Constructing all self-adjoint matrices with prescribed spectrum and diagonal (Q380995) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- Generating random correlation matrices based on partial correlations (Q853948) (← links)
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics (Q857293) (← links)
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
- A self-consistent-field iteration for MAXBET with an application to multi-view feature extraction (Q2124749) (← links)
- How should the cost of joint risk capital be allocated for performance measurement? (Q2426573) (← links)
- A new method of generating correlation matrices (Q3914379) (← links)
- VARIABLE SELECTION AND INTERPRETATION OF COVARIANCE PRINCIPAL COMPONENTS (Q4784174) (← links)
- A Structure-Exploiting Nested Lanczos-Type Iteration for the Multiview Canonical Correlation Analysis (Q5005203) (← links)
- An efficient algorithm for sampling from sin<sup><i>k</i></sup> (<i>x</i>) for generating random correlation matrices (Q5083015) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- (Q5159403) (← links)
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242) (← links)
