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View all- Nowakowska EKoronacki JLipovetsky S(2019)Dimensionality reduction for data of unknown cluster structureInformation Sciences: an International Journal10.1016/j.ins.2015.10.009330:C(74-87)Online publication date: 6-Jan-2019
This note corrects an error in Ghosh and Henderson [2003].
The NORTA method is a fast general-purpose method for generating samples of a random vector with given marginal distributions and given correlation matrix. It is known that there exist marginal distributions and correlation matrices that the NORTA ...
We extend and improve two existing methods of generating random correlation matrices, the onion method of Ghosh and Henderson [S. Ghosh, S.G. Henderson, Behavior of the norta method for correlated random vector generation as the dimension increases, ACM ...
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