Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints
type: Item
instance of: scholarly article
title: Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints
author: Alvaro Jóse Flórez
author: Ariel Alonso Abad
author: Geert Molenberghs
author: Wim Van der Elst
published in: Computational Statistics and Data Analysis
publication date: 2019-11-22T00:00:00Z
full work available at URL: https://lirias.kuleuven.be/handle/123456789/643991
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 15B48
Mathematics Subject Classification ID: 15B52
zbMATH DE Number: 7135545
zbMATH Keywords: multiple surrogate evaluation
zbMATH Keywords: partial correlation
zbMATH Keywords: positive-definite matrix
zbMATH Keywords: random correlation matrices
zbMATH Keywords: simulation-based sensitivity analysis
describes a project that uses: SAS
describes a project that uses: Surrogate
describes a project that uses: R
MaRDI profile type: Publication
OpenAlex ID: W2971822027
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Wikidata QID: Q127307239
DOI: 10.1016/J.CSDA.2019.106834
description: scientific article; zbMATH DE number 7135545