A generalization of the Nataf transformation to distributions with elliptical copula-Reference-Cited by-同舟云学术

A generalization of the Nataf transformation to distributions with elliptical copula

Published:2009-04 Issue:2 Volume:24 Page:172-178
ISSN:0266-8920
Container-title:Probabilistic Engineering Mechanics
language:en
Short-container-title:Probabilistic Engineering Mechanics

Author:

Lebrun Régis,Dutfoy Anne

Publisher

Elsevier BV

Subject

Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Condensed Matter Physics,Nuclear Energy and Engineering,Civil and Structural Engineering,Statistical and Nonlinear Physics

Reference17 articles.

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4. Multivariate distribution models with prescribed marginals and covariances;Der Kiureghian;Probabilistic Engineering Mechanics,1986

5. Dutfoy A, Dutka-Malen I, Lebrun R, Conty R. et al. Open TURNS. An Open source initiative to Treat Uncertainties. Risks’N Statistics in a structured industrial approach. In: ESREL 2007 Conference

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