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]

Authors

Alvaro Jóse Flórez

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Ariel Alonso Abad

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Geert Molenberghs

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Wim Van Der Elst

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