Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution
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Publication:2484355
DOI10.1016/j.ejor.2003.12.027zbMath1075.90051MaRDI QIDQ2484355
Publication date: 1 August 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2003.12.027
90B99: Operations research and management science
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