"Generating random correlation matrices based on vines and extended onion ..."

Daniel Lewandowski, Dorota Kurowicka, Harry Joe (2009)

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DOI: 10.1016/J.JMVA.2009.04.008

access: open

type: Journal Article

metadata version: 2021-02-17

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Daniel Lewandowski, Dorota Kurowicka, Harry Joe:
Generating random correlation matrices based on vines and extended onion method. J. Multivar. Anal. 100(9): 1989-2001 (2009)

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