An algorithm for generating correlated random variables in a class of infinitely divisible distributions (Q4253299): Difference between revisions
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| Property / cites work: A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix / rank | |||
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| Property / cites work: Models for Longitudinal Data: A Generalized Estimating Equation Approach / rank | |||
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Latest revision as of 20:37, 28 May 2024
scientific article; zbMATH DE number 1322289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for generating correlated random variables in a class of infinitely divisible distributions |
scientific article; zbMATH DE number 1322289 |
Statements
An algorithm for generating correlated random variables in a class of infinitely divisible distributions (English)
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9 August 1999
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correlated random variables
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generalized estimating equations
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random number generation
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algorithm
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infinitely divisible distributions
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AR(1) correlation
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banded correlation
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symmetric correlation
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