Generating random correlation matrices based on vines and extended onion method

D Lewandowski, D Kurowicka, H Joe

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	1989-2001
Number of pages	13
Journal	Journal of Multivariate Analysis
Volume	100
Publication status	Published - 2009

Keywords

@article{ee1cabe2a87e414281a8bf107aed9a86,

title = "Generating random correlation matrices based on vines and extended onion method",

keywords = "CWTS JFIS < 0.75",

author = "D Lewandowski and D Kurowicka and H Joe",

year = "2009",

language = "Undefined/Unknown",

volume = "100",

pages = "1989--2001",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press",

}