Quasi-random numbers for copula models-Reference-Cited by-同舟云学术

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Quasi-random numbers for copula models

Published:2016-08-05 Issue:5 Volume:27 Page:1307-1329
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

Cambou Mathieu,Hofert Marius,Lemieux Christiane^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

http://link.springer.com/article/10.1007/s11222-016-9688-4/fulltext.html

Reference45 articles.

1. Aistleitner, C., Dick, J.: Functions of bounded variation, signed measures, and a general Koksma-Hlawka inequality. Acta Arith. 167, 143–171 (2015)

2. Caflisch, R.: Monte Carlo and quasi-Monte Carlo methods. Acta Numer. 7, 1–49 (1998)

3. Cambanis, S., Huang, S., Simons, G.: On the theory of elliptically contoured distributions. J. Multivar. Anal. 11(3), 368–385 (1981)

4. Constantine, G., Savits, T.: A multivariate Faa Di Bruno formula with applications. Trans. Am. Math. Soc. 348(2), 503–520 (1996)

5. Cranley, R., Patterson, T.N.L.: Randomization of number theoretic methods for multiple integration. SIAM J. Numer. Anal. 13(6), 904–914 (1976)

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