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Search: subject:"Random Orthogonal Matrix (ROM)"
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Ledermann, Daniel
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Henley Business School, University of Reading
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ROM Simulation with Rotation Matrices
Ledermann, Daniel
-
Henley Business School, University of Reading
-
2011
This paper explores the properties of
random
orthogonal
matrix
(
ROM
) simulation when the random matrix is drawn from …
Persistent link: https://www.econbiz.de/10011206321
Saved in:
2
Further properties of random orthogonal matrix simulation
Ledermann, Daniel
;
Alexander, Carol
- In:
Mathematics and Computers in Simulation (MATCOM)
83
(
2012
)
C
,
pp. 56-79
Random
orthogonal
matrix
(
ROM
) simulation is a very fast procedure for generating multivariate random samples that …
Persistent link: https://www.econbiz.de/10010870086
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