Jorge A. Sefair, Oscar O. Guaje, Andrés L. Medaglia. A column-oriented optimization approach for the generation of correlated random vectors. OR Spectrum, 43(3):777-808, 2021. [doi]
@article{SefairGM21,
title = {A column-oriented optimization approach for the generation of correlated random vectors},
author = {Jorge A. Sefair and Oscar O. Guaje and Andrés L. Medaglia},
year = {2021},
doi = {10.1007/s00291-021-00620-5},
url = {https://doi.org/10.1007/s00291-021-00620-5},
researchr = {https://researchr.org/publication/SefairGM21},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {43},
number = {3},
pages = {777-808},
}