A distribution-free approach to inducing rank correlation among input variables
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Publication:117710
DOI10.1080/03610918208812265zbMath0496.65071MaRDI QIDQ117710
Ronald L. Iman, W. J. Conover, W. J. Conover, Ronald L. Iman
Publication date: January 1982
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918208812265
simulation; example; distribution free; multivariate distribution; rank correlation matrix; estimate of the bias; geologic disposal of radioactive waste; large-scale computer codes; multivariate input random variable
62J05: Linear regression; mixed models
65C05: Monte Carlo methods
86A60: Geological problems
65Y99: Computer aspects of numerical algorithms
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