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Generating random correlation matrices based on vines and extended onion method
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Metadata
- Authors
- Lewandowski, D., Kurowicka, D., & Joe, H.
- Venue
- Journal of Multivariate Analysis
- Publisher
- Elsevier BV
- Published
- 2009-10
- Volume
- 100
- Issue
- 9
- Pages
- 1989-2001
- ISSN
- 0047-259X (ISSN-L)
- OpenAlex
- W2084045976
- Cited by
- 1,051
- References
- 0
- FWCI
- 2.24
- Type
- journal article
- Language
- en
- Open access
- bronze
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.