Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation (Q3625286)
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scientific article; zbMATH DE number 5552558
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| English | Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation |
scientific article; zbMATH DE number 5552558 |
Statements
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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0.8127918243408203
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0.7696154713630676
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0.757045567035675
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0.7267764806747437
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0.7207420468330383
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