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Waller, Niels G.

Generating correlation matrices with specified eigenvalues using the method of alternating projections. (English) Zbl 07593652

Am. Stat. 74, No. 1, 21-28 (2020).

Cited in 1 Document

MSC:

62-XX Statistics

Keywords:

Monte Carlo; optimization; simulations

Software:

R; relaimpo; Matlab; AS 127
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Full Text: DOI

References:

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