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The generation of pseudo- random correlation matrices - MaRDI portal

The generation of pseudo- random correlation matrices (Q3925780)

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The generation of pseudo- random correlation matrices
scientific article

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    title
    The generation of pseudo- random correlation matrices (English)
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    publication date
    1980
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    zbMATH DE Number
    3740641
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    zbMATH Keywords
    pseudo-random correlation matrices
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    multivariate normal distribution
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    beta distribution
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    OpenAlex ID
    W2016956370
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