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"A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices."

Irene Córdoba et al. (2018)

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DOI: 10.1007/978-3-030-03493-1_13

access: closed

type: Conference or Workshop Paper

metadata version: 2018-12-01

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  dblp key:
  - conf/ideal/CordobaVBL18
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  - https://dblp.org/rec/conf/ideal/CordobaVBL18
Irene Córdoba, Gherardo Varando, Concha Bielza, Pedro Larrañaga:
A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices. IDEAL (1) 2018: 117-124

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