Generating Random Variates Using Transformations with Multiple Roots

Cited in

(84)

Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes
Comparing two means in count models having random effects -- a UMPU test
Tests for outliers in the inverse Gaussian distribution, with application to first hitting time models
The re-parameterized inverse Gaussian regression to model length of stay of COVID-19 patients in the public health care system of Piracicaba, Brazil
Bayesian Lasso binary quantile regression
Simulation of Tempered Stable Lévy Bridges and Its Applications
Normal Tempered Stable Processes and the Pricing of Energy Derivatives
A supplement to sowey's bibliography on random number generation and related topics
Complex-valued signal recovery using a generalized Bayesian Lasso
Stochastic Lagrangian dynamics of vorticity. I: General theory for viscous, incompressible fluids
Certain Multi Sample Tests for Inverse Gaussian Populations
A general control variate method for option pricing under Lévy processes
Adjusted \(R^2\) measures for the inverse Gaussian regression model
Simulation of stopped diffusions
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
Inverse-gaussian acceptance sampling plans by variables
Errors of misclassification associated with the inverse gaussion distribution
Modeling and forecasting mortality rates
Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type
Bayesian, MLE, and GMM Estimation of a Spot Rate Model
Estimation in the three-parameter inverse Gaussian distribution
Analysis of failure time using threshold regression with semi-parametric varying coefficients
Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
On the Crack random numbers generation procedure
Exact simulation of IG-OU processes
Exponentially smoothed control charts for the inverse-gaussian process
Univariate continuous distributions: symmetries and transformations
A general control variate method for Lévy models in finance
Optimal step-stress accelerated degradation test plans for inverse Gaussian process based on proportional degradation rate model
Estimation in inverse Gaussian regression: Comparison of asymptotic and bootstrap distributions
Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation
Estimation of a process capability index for inverse gaussian distribution
The snapping out Brownian motion
Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution
MINIMUM DISCRIMINATION INFORMATION ESTIMATOR OF THE INVERSE GAUSSIAN MEAN WITH KNOWN COEFFICIENT OF VARIATION
Estimation of means and covariances of inverse-Gaussian order statistics.
Efficient simulation of Lévy-driven point processes
Score tests for overdispersion in poisson regression models
Joint forecasts of Dow Jones stocks under general multivariate loss function
Modified goodness-of-fit tests for the inverse Gaussian distribution
Random variate generators for the Poisson-Poisson and related distributions
Recurrent first hitting times in Wiener diffusion under several observation schemes
Bayesian analysis for inverse gaussian lifetime data with measures of degradation
Simulation techniques for generalized Gaussian densities
Transformed density rejection with inflection points
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Bayesian variable selection and estimation in semiparametric joint models of multivariate longitudinal and survival data
The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach
Bayesian and fiducial inference for the inverse gaussian distribution via Gibbs sampler
Generating inverse Gaussian random variates by approximation
Relationships between distributions with certain symmetries
The bivariate inverse gaussian distribution: an introduction
Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
Goodness-of-fit tests for the inverse Gaussian and related distributions
Random variate generation for the generalized inverse Gaussian distribution
Comparison of some tests of fit for the inverse Gaussian distribution
A risk model with renewal shot-noise Cox process
On the assessment of tolerance limits under inverse gaussian distribution
Calibration for inverse gaussian regression
ON THE NULL DISTRIBUTIONS OF THE ENTROPY TESTS FOR THE GAUSSIAN AND INVERSE GAUSSIAN MODELS*
Silver jubilee issue
The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain
A comparison of various estimators of the mean of an inverse gaussian distribution
Homogenization of transport properties of composites based on stochastic dynamics
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS
Random number generators for the generalized Birnbaum–Saunders distribution
Percentile bounds and tolerance limits for the birnbaum-saunders distribution
Bayesian generalized additive model selection including a fast variational option
Weighted inverse Gaussian -- a versatile lifetime model
Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes
Order restricted inference for the scale-like inverse Gaussian parameters
Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
Simulation of first-passage times for alternating Brownian motions
An entropy characterization of the inverse Gaussian distribution and related goodness-of-fit test
Bayesian estimation of renewal function for inverse Gaussian renewal process
Multivariate inverse Gaussian and skew-normal densities
Exact simulation of Ornstein–Uhlenbeck tempered stable processes
Generating random vectors from a bivariate random walk density function
Estimation of location extremes within general families of scale mixtures
Exact simulation of normal tempered stable processes of OU type with applications
Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations
Inference on Overlap for Two Inverse Gaussian Populations: Equal Means Case
Kolmogorov-Smirnov Type Test-Statistics For The Gamma, Erlang-2 And The Inverse Gaussian Distributions When The Parameters Are Unknown.
Fast simulation of tempered stable Ornstein-Uhlenbeck processes

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