On Generating Correlated Random Variables with a Given Valid or Invalid Correlation Matrix
نویسندگان
چکیده
منابع مشابه
On generating Correlated Random Variables with a given Valid or Invalid Correlation Matrix
SK Mishra Dept. of Economics NEHU, Shillong, India
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2004
ISSN: 1556-5068
DOI: 10.2139/ssrn.571601