Generating random correlation matrices based on vines and extended onion method

D Lewandowski, D Kurowicka, H Joe

    Research output: Contribution to journalArticleScientificpeer-review

    244 Citations (Scopus)
    Original languageUndefined/Unknown
    Pages (from-to)1989-2001
    Number of pages13
    JournalJournal of Multivariate Analysis
    Volume100
    Publication statusPublished - 2009

    Keywords

    • CWTS JFIS < 0.75

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