The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (Q3145076): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/17442508.2011.566337 / rank | |||
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| Property / cites work: The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables / rank | |||
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| Property / cites work: An introduction to copulas. / rank | |||
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Latest revision as of 23:26, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables |
scientific article |
Statements
The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables (English)
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13 December 2012
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convolution
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distribution functions
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dependent random variable
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algorithm
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convergence
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numerical examples
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quasi Monte Carlo method
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