Generating random correlation matrices based on vines and extended onion method (Q842918)
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scientific article; zbMATH DE number 5608042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating random correlation matrices based on vines and extended onion method |
scientific article; zbMATH DE number 5608042 |
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Generating random correlation matrices based on vines and extended onion method (English)
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28 September 2009
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dependence vines
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correlation matrix
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partial correlation
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onion method
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