An algorithm to generate samples of multi-variate distributions with correlated marginals. (Q1129100)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm to generate samples of multi-variate distributions with correlated marginals. |
scientific article |
Statements
An algorithm to generate samples of multi-variate distributions with correlated marginals. (English)
0 references
13 August 1998
0 references
Correlated random samples
0 references
Dependencies
0 references
Multi-variate non-Gaussian distribution
0 references
Monte-Carlo simulation
0 references
0 references
0 references
