Initialization for NORTA: generation of random vectors with specified marginals and correlations

DOI10.1287/IJOC.13.4.312.9736zbMATHOpenAlexMaRDI QIDQ2884512FDO

Authors Huifen Chen

Publication date 30 May 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.13.4.312.9736

zbMATH Keywords

controlroot finding simulation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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(16)

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• Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion
• A flexible multivariate model for high-dimensional correlated count data
• On generating multivariate Poisson data in management science applications
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