The generation of pseudo- random correlation matrices

DOI10.1080/00949658008810389MaRDI QIDQ3925780zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658008810389

zbMATH Keywords

beta distributionmultivariate normal distributionpseudo-random correlation matrices

Mathematics Subject Classification ID

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

Cites work

• Comparison of Stopping Rules in Forward "Stepwise" Regression
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen

Cited in

(6)

• A bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal Distribution
• Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
• The asymptotic distribution of the determinant of a random correlation matrix
• CM-generator: an approach for generating customized correlation matrices
• Generating random correlation matrices based on partial correlations
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor

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