On the Generation of Normal Random Vectors
From MaRDI portal
Cited in
(8)- On the equivalence between SUE and fixed-point states of day-to-day assignment processes with serially-correlated route choice
- Generating random deviates from multivariate Pearson distributions
- A simple distribution-free algorithm for generating simulated high-dimensional correlated data with an autoregressive structure
- Simulation Study on Variance of Forecast Error for Vector Arima Models
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers
- Allgemeiner Bericht über Monte-Carlo-Methoden
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
This page was built for publication: On the Generation of Normal Random Vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5721572)