An Algorithm to Generate Variates with Desired Intercorrelation Matrix
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Published:2004
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Reference18 articles.
1. A Projection Algorithm for Regression with Collinearity;P Filzmoser;Classification, Clustering, and Data Analysis,2002
2. Multicollinearity and Modular Maximum Entropy Leuven Estimator;S K Mishra;Social Science Research Network,2004