Generating random correlation matrices based on partial correlations
type: Item
instance of: scholarly article
title: Generating random correlation matrices based on partial correlations
zbMATH Open document ID: 1112.62055
published in: Journal of Multivariate Analysis
publication date: 2006-12-07T00:00:00Z
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 15A15
zbMATH DE Number: 5078850
zbMATH Keywords: beta distribution
zbMATH Keywords: determinant of correlation matrix
author: Harry Joe
describes a project that uses: AS 213
MaRDI profile type: Publication
full work available at URL: j.jmva.2005.05.010
OpenAlex ID: W2087691922
cites work: Q3255781
cites work: Population correlation matrices for sampling experiments
cites work: Q4872020
cites work: Generation of correlation matrices with a given eigen–structure
cites work: On Random Correlation Matrices
cites work: Q4382161
cites work: Asymptotic efficiency of the two-stage estimation method for copula-based models
cites work: Q5615180
cites work: The generation of pseudo- random correlation matrices
cites work: Generating Correlation Matrices
DOI: 10.1016/J.JMVA.2005.05.010
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description: scientific article; zbMATH DE number 5078850