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Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for

Niels G Waller1

  • 1a University of Minnesota.

Multivariate Behavioral Research
|June 21, 2016
PubMed

Keywords:
Monte CarloRandom correlation matricesmatrix smoothingmultiple regressionpenalized regression

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