Generation of multivariate distributions by vertical density representation

DOI10.1080/02331880108802737MaRDI QIDQ2762611zbMATH OpenOpenAlexFDO

Authors Kai-Tai Fang, Samuel Kotz, Zhenhai Yang

Publication date 21 April 2003

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880108802737

zbMATH Keywords

Generation of distributionsMonte Carlo methodsuniform distributionvertical density representation

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

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Cites work

• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 3609585 (Why is no real title available?)
• scientific article; zbMATH DE number 735224 (Why is no real title available?)
• On methods for generating uniform random points on the surface of a sphere
• On Multivariate Vertical Density Representation and its Application to Random Number Generation
• On Vertical Density Representation and Ordering of Distributions
• Vertical density representation and a further remark on the box-muller method

Cited in

(13)

• Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications
• Center-similar distributions with applications in multivariate analysis.
• Non-uniform random variate generation by the vertical strip method
• Randomized statistical inference: a unified statistical inference frame of frequentist, fiducial, and Bayesian inference
• On Multivariate Vertical Density Representation and its Application to Random Number Generation
• Further results on multivariate vertical density representation and an application to random vector generation^*
• ON THE VERTICAL DENSITY OF THE MULTIVARIATE EXPONENTIAL POWER DISTRIBUTION
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• On decompositional algorithms for uniform sampling from n-spheres and n-balls
• Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals
• A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces
• Two-dimensional vertical differentiation with attribute dependence
• On the Student's \(t\)-distribution and the \(t\)-statistic

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