articleJournal of Multivariate AnalysisMay 5, 2009Closed access

Generating random correlation matrices based on vines and extended onion method

DLDaniel LewandowskiDKDorota KurowickaHJHarry Joe

Delft University of Technology · University of British Columbia

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,117
total citations
FWCI
1.54
Percentile
100%
References
13
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Mathematics
  • Partial correlation
  • Random variate
  • Correlation
  • Elliptical distribution
  • Multivariate random variable
  • Vine
  • Dimension (graph theory)
No related works found for this paper.