Targeting Kollo skewness with random orthogonal matrix simulation
Carol Alexander, Xiaochun Meng, Wei Wei
| Year of publication: |
2022
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|---|---|
| Authors: | Alexander, Carol ; Meng, Xiaochun ; Wei, Wei |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 299.2022, 1 (16.5.), p. 362-376
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| Subject: | Algebraic statistics | L matrices | Multivariate skewness | ROM simulation | Simulation | Theorie | Theory | Lineare Algebra | Linear algebra | Statistische Methodenlehre | Statistical theory | Statistische Verteilung | Statistical distribution | Statistische Methode | Statistical method | Wahrscheinlichkeitsrechnung | Probability theory | Mathematik | Mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013206991