An algorithm to generate samples of multi-variate distributions with correlated marginals-Reference-Cited by-同舟云学术

An algorithm to generate samples of multi-variate distributions with correlated marginals

Published:1998-05 Issue:3 Volume:27 Page:271-289
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

van der Geest P.A.G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference14 articles.

1. Handbook of Mathematical Functions;Abramowitz,1970

2. The correlation function of smoothly limited Gaussian noise;Baum;IRE Trans. Inform. Theory,1957

3. CRYSTALL BALL, Decisioneering Corporation, Suite 200, 1727 Conestoga Street, Boulder, CO 80202.

4. Sur les tableaux de correlation dont les marges sont données;Fréchet;Ann. Univ. Lyon, Section A,1951

5. Masstabinvariate Korrelationstheorie;Hoeffding;Schriften des Mathematischen Instituts und des Instituts fur Angewandte Mathematik der Universität Berlin,1940

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