具有精确均值、协方差和多元偏度的随机正交矩阵模拟
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
European Journal of Operational Research · 2017
被引 7
ABS 4
- Michael Hanke 通讯
- Spiridon Penev
- W. K. Schief
- Alex Weissensteiner
计量经济学多元统计模拟方法矩阵计算