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Generation of Population Correlation Matrices with Specified Eigenvalues
Author(s) -
Lin Shang P.,
Bendel Robert B.
Publication year - 1985
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347377
Subject(s) - eigenvalues and eigenvectors , mathematics , random matrix , combinatorics , matrix (chemical analysis) , covariance matrix , population , diagonal matrix , diagonal , statistics , physics , quantum mechanics , chemistry , demography , geometry , sociology , chromatography
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