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On the generation of correlation matrices.

Budden, Mark; Hadavas, Paul; Hoffman, Lorrie — 2008

Applied Mathematics E-Notes [electronic only]

Generating valid $4 \times 4$ correlation matrices.

Budden, Mark; Hadavas, Paul; Hoffman, Lorrie; Pretz, Chris — 2007

Applied Mathematics E-Notes [electronic only]

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