Generating random correlation matrices based on vines and extended onion method

Journal article (2009)

Authors

D. Lewandowski Old - EWI Ch. Risk Analysis<2004 , OLD Operations Research and Risk Analysis
D. Kurowicka OLD Operations Research and Risk Analysis
H Joe External organisation
Research Group
OLD Operations Research and Risk Analysis
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Published Date

2009

Language

Undefined/Unknown

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Research Group

OLD Operations Research and Risk Analysis