Multivariate normal simulations where sample mean and covariances match the respective population moments, refer to
A. Meucci (2009), "Simulations with Exact Means and Covariances",
Latest version of article and code available at http://symmys.com/node/162
Attilio Meucci (2022). Simulations with Exact Means and Covariances (https://www.mathworks.com/matlabcentral/fileexchange/24416-simulations-with-exact-means-and-covariances), MATLAB Central File Exchange. Retrieved .
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