Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness

Michael Hanke, Spiridon Penev, Wolfgang K. Schief, Alex Weissensteiner. Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. European Journal of Operational Research, 263(2):510-523, 2017. [doi]

Abstract

Abstract is missing.