Targeting Kollo skewness with random orthogonal matrix simulation

Author:

Alexander CarolORCID,Meng Xiaochun,Wei WeiORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference38 articles.

1. Simultaneous seismic wave clustering and registration;Adelfio;Computers & Geosciences,2012

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3. Convergence of the stochastic mesh estimator for pricing American options;Avramidis;Winter Simulation Conference Proceedings,2002

4. Uncertainty of Monte Carlo variance estimates: Application to the simulation of x-ray imaging detectors;Badano;Progress in Biomedical Optics and Imaging - Proceedings of SPIE,2013

5. A vectorial notion of skewness and its use in testing for multivariate symmetry;Balakrishnan;Communications in Statistics-Theory and Methods,2007

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Matching Kollo measures;Journal of the Operational Research Society;2023-08-09

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