Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
Michael Hanke, Spiridon Penev, Wolfgang Schief, Alex Weissensteiner
| Year of publication: |
1 December 2017
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| Authors: | Hanke, Michael ; Penev, Spiridon ; Schief, Wolfgang ; Weissensteiner, Alex |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 263.2017, 2 (1.12.), p. 510-523
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| Subject: | Multivariate statistics | ROM simulation | Multivariate skewness | Simulation | Multivariate Analyse | Multivariate analysis | Statistische Methodenlehre | Statistical theory | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.05.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793970