Concepedia

Generating random correlation matrices based on vines and extended onion method

Daniel Lewandowski, Dorota Kurowicka, Harry Joe

Journal of Multivariate Analysis · 2009 · 1.1K citations · 12 references

DOI

Concepts

References

12

Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables

J. W. W., Milton Abramowitz, Irene A. Stegun · Mathematics of Computation · 1965 · 19.1K citations

, , +11

Handbook of Mathematical Functions with Formulas, Graphs and Mathematical Tables.

D. E. Barton, Moses Abramovitz, I. A. Stegun · Journal of the Royal Statistical Society Series A (General) · 1965 · 3.8K citations

, , +11

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

, , +12

Vines--a new graphical model for dependent random variables

Tim Bedford, Roger Cooke · The Annals of Statistics · 2002 · 1.4K citations · Full text

, , +16

An Introduction to the Theory of Statistics.

G. Udny Yule, M. G. Kendall · Journal of the American Statistical Association · 1951 · 634 citations

, , +9