Wolfgang Schief

University of New South Wales (UNSW) - School of Mathematics and Statistics

Sydney, 2052

Australia

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Scholarly Papers (1)

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Random Orthogonal Matrix Simulation with Exact Means, Covariances, and Multivariate Skewness

European Journal of Operational Research, forthcoming
Number of pages: 46 Posted: 11 Aug 2016 Last Revised: 30 Jun 2017
University of Liechtenstein, University of New South Wales (UNSW) - School of Mathematics, University of New South Wales (UNSW) - School of Mathematics and Statistics and Free University of Bolzano Bozen
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Abstract:

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ROM simulation, multivariate skewness, risk factors