Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation (Q3625286)

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Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation
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    Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation (English)
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    12 May 2009
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    cumulants
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    Monte Carlo
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    non normal
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    rank-order statistics
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    simulation
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    numerical examples
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    power method transformation
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    algorithm
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    controlled correlation structures
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