Generating random correlation matrices based on vines and extended onion method
Journal Article
(2009)
Author(s)
D Lewandowski (TU Delft - Old - EWI Ch. Risk Analysis<2004, TU Delft - OLD Operations Research and Risk Analysis)
D. Kurowicka (TU Delft - OLD Operations Research and Risk Analysis)
H Joe (External organisation)
Research Group
OLD Operations Research and Risk Analysis
To reference this document use:
https://resolver.tudelft.nl/uuid:ee1cabe2-a87e-4142-81a8-bf107aed9a86
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Publication Year
2009
Research Group
OLD Operations Research and Risk Analysis
Volume number
100
Pages (from-to)
1989-2001
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