Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness Article Swipe

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Michael Hanke , Spiridon Penev , W. K. Schief , Alex Weissensteiner ·

YOU? · · 2017 · Open Access · · DOI: https://doi.org/10.1016/j.ejor.2017.05.023

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Skewness

Multivariate Normal Distribution

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Skewness Multivariate statistics Econometrics Context (archaeology) Multivariate normal distribution Multivariate analysis Covariance matrix Computer science Measure (data warehouse) Statistics Mathematics Data mining Biology Paleontology

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Type: article
Language: en
Landing Page: https://doi.org/10.1016/j.ejor.2017.05.023
OA Status: green
Cited By: 7
References: 25
Related Works: 10
OpenAlex ID: https://openalex.org/W2616843069

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DOI: https://doi.org/10.1016/j.ejor.2017.05.023

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Title: Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness

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Type: article

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Language: en

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Publication year: 2017

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Publication date: 2017-05-18

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Authors: Michael Hanke, Spiridon Penev, W. K. Schief, Alex Weissensteiner

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Landing page: https://doi.org/10.1016/j.ejor.2017.05.023

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OA status: green

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OA URL: https://handle.unsw.edu.au/1959.4/unsworks_46050

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Concepts: Skewness, Multivariate statistics, Econometrics, Context (archaeology), Multivariate normal distribution, Multivariate analysis, Covariance matrix, Computer science, Measure (data warehouse), Statistics, Mathematics, Data mining, Biology, Paleontology

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Cited by: 7

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citation_normalized_percentile.is_in_top_1_percent	False
citation_normalized_percentile.is_in_top_10_percent	False