Generating valid $4\times 4$ correlation matrices.

Budden, Mark, et al. "Generating valid correlation matrices.." Applied Mathematics E-Notes [electronic only] 7 (2007): 53-59. <http://eudml.org/doc/55187>.

@article{Budden2007,
author = {Budden, Mark, Hadavas, Paul, Hoffman, Lorrie, Pretz, Chris},
journal = {Applied Mathematics E-Notes [electronic only]},
keywords = {algorithm for generating; correlation matrices; principal minor determinants; matrix; positive semidefinite; correlation matrices; matrix},
language = {eng},
pages = {53-59},
publisher = {Department of Mathematics, Tsing Hua University},
title = {Generating valid correlation matrices.},
url = {http://eudml.org/doc/55187},
volume = {7},
year = {2007},
}

TY - JOUR
AU - Budden, Mark
AU - Hadavas, Paul
AU - Hoffman, Lorrie
AU - Pretz, Chris
TI - Generating valid correlation matrices.
JO - Applied Mathematics E-Notes [electronic only]
PY - 2007
PB - Department of Mathematics, Tsing Hua University
VL - 7
SP - 53
EP - 59
LA - eng
KW - algorithm for generating; correlation matrices; principal minor determinants; matrix; positive semidefinite; correlation matrices; matrix
UR - http://eudml.org/doc/55187
ER -