A matching algorithm for generation of statistically dependent random variables with arbitrary marginals (Q1011175)
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scientific article; zbMATH DE number 5541380
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| English | A matching algorithm for generation of statistically dependent random variables with arbitrary marginals |
scientific article; zbMATH DE number 5541380 |
Statements
A matching algorithm for generation of statistically dependent random variables with arbitrary marginals (English)
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8 April 2009
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simulation
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regression
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stochastic processes
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statistical dependence
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correlation
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0.8040988445281982
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0.8037821650505066
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0.794687032699585
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0.794687032699585
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0.7883386611938477
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