Generating random correlation matrices based on partial correlations

Journal of Multivariate Analysis

Volumn 97, Issue 10, 2006, Pages 2177-2189

  Joe, Harry ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Beta distribution; Determinant of correlation matrix

Indexed keywords

EID: 33749138913     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.05.010     Document Type: Article

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