Generating random correlation matrices with fixed values: An application to the evaluation of multivariate surrogate endpoints

Alvaro Jóse Flórez, Ariel Alonso Abad, Geert Molenberghs, Wim Van Der Elst. Generating random correlation matrices with fixed values: An application to the evaluation of multivariate surrogate endpoints. Computational Statistics & Data Analysis, 142, 2020. [doi]

Abstract

Abstract is missing.