Varying correlation coefficients can underestimate uncertainty in probabilistic models

Scott Ferson, Janos G. Hajagos. Varying correlation coefficients can underestimate uncertainty in probabilistic models. Rel. Eng. & Sys. Safety, 91(10-11):1461-1467, 2006. [doi]

@article{FersonH06,
  title = {Varying correlation coefficients can underestimate uncertainty in probabilistic models},
  author = {Scott Ferson and Janos G. Hajagos},
  year = {2006},
  doi = {10.1016/j.ress.2005.11.043},
  url = {http://dx.doi.org/10.1016/j.ress.2005.11.043},
  researchr = {https://researchr.org/publication/FersonH06},
  cites = {0},
  citedby = {0},
  journal = {Rel. Eng. & Sys. Safety},
  volume = {91},
  number = {10-11},
  pages = {1461-1467},
}