Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242)
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scientific article; zbMATH DE number 7593652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections |
scientific article; zbMATH DE number 7593652 |
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Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (English)
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28 September 2022
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Monte Carlo
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optimization
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simulations
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