مرکز منطقه ای اطلاع رساني علوم و فناوري - An algorithm to generate samples of multi-variate distributions with correlated marginals

Title of article :

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

Author/Authors :

P. A. G. van der Geest، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

271

To page :

289

Keywords :

MonteCarlosimulation , Multi-variate non-Gaussian distribution , Dependencies , Corrdated random samples

Journal title :

Computational Statistics and Data Analysis

Serial Year :

1998

Journal title :

Computational Statistics and Data Analysis

Record number :

153654

Link To Document :