Pages that link to "Item:Q386759"

The following pages link to A method for generating realistic correlation matrices (Q386759):

Displaying 19 items.

• A method for generating realistic correlation matrices (Q386759) (← links)
• Combining dissimilarity matrices by using rank correlations (Q736597) (← links)
• Generating random correlation matrices based on partial correlations (Q853948) (← links)
• Numerically stable generation of correlation matrices and their factors (Q1592689) (← links)
• Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
• Sequential double cross-validation for assessment of added predictive ability in high-dimensional omic applications (Q1621008) (← links)
• A globally convergent variant of mid-point method for finding the matrix sign (Q1715647) (← links)
• Constructing a high-order globally convergent iterative method for calculating the matrix sign function (Q1721601) (← links)
• Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints (Q2008126) (← links)
• Algorithms for generating equivalent normalized correlation matrices of noisy random signals (Q2044078) (← links)
• Correlation matrices with average constraints (Q2197633) (← links)
• Generating random correlation matrices by the simple rejection method: why it does not work (Q2452869) (← links)
• Semiparametric estimation of the high-dimensional elliptical distribution (Q2692920) (← links)
• GENERATING ARTIFICIAL DATA WITH PREASSIGNED DEGREE OF MULTICOLLINEARITY BY USING SINGULAR VALUE DECOMPOSITION (Q3457657) (← links)
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
• (Q5237822) (← links)
• (Q5371880) (← links)
• Probabilistic Forecast Reconciliation under the Gaussian Framework (Q6150364) (← links)
• Flexible parametrization of graph-theoretical features from individual-specific networks for prediction (Q6615905) (← links)