Generating multivariate correlated samples
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Cites work
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- scientific article; zbMATH DE number 1942835 (Why is no real title available?)
- scientific article; zbMATH DE number 3892457 (Why is no real title available?)
- A distribution-free approach to inducing rank correlation among input variables
- A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix
- A method for simulating non-normal distributions
- An approximate method for sampling corrrelated random variables from partially-specified distributions.
- Generating random deviates from multivariate Pearson distributions
- Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
- Generation of multivariate normal samples with given sample mean and covariance matrix
- Simulating multivariate nonnormal distributions
Cited in
(16)- Generation of multivariate normal samples with given sample mean and covariance matrix
- Correlation matrix with block structure and efficient sampling methods
- Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation
- A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix
- A Method to Generate Multivariate Data with the Desired Moments
- A matching algorithm for generation of statistically dependent random variables with arbitrary marginals
- Generating correlated ordinal categorical random samples
- A method for generating realistic correlation matrices
- Fast poisson and binomial algorithms for correlationinduction**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
- Further properties of random orthogonal matrix simulation
- Modelling correlated random variables
- scientific article; zbMATH DE number 4022411 (Why is no real title available?)
- Simulation optimization and correlation with multi stage Monte Carlo optimization
- scientific article; zbMATH DE number 3843050 (Why is no real title available?)
- A multidimensional random number generating method based on the sample covariance matrix
- A simple distribution-free algorithm for generating simulated high-dimensional correlated data with an autoregressive structure
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