GENERATING CORRELATION-MATRICES

被引：67

作者：

MARSAGLIA, G ^{[1
]}

OLKIN, I ^{[1
]}

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

来源：

SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING | 1984年 / 5卷 / 02期

关键词：

D O I：

10.1137/0905034

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：470 / 475

页数：6

共 13 条

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[7] THE GENERATION OF PSEUDO-RANDOM CORRELATION MATRICES
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[8] CHOOSING A POINT FROM SURFACE OF A SPHERE
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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02): : 645 - +
[9] MARSAGLIA G, 1980, J STAT COMPUT SIM, V11, P71, DOI 10.1080/00949658008810390
[10] A NEW METHOD OF GENERATING CORRELATION MATRICES
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[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1980, 11 (02) : 79 - 85