Simulation of some multivariate distributions

MaRDI QIDQ3145342zbMATH OpenFDO

Authors Ion Văduva

Publication date 19 December 2012

zbMATH Keywords

copulasrandom variate generation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

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(20)

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• Reversible algorithm of simulating multivariate densities with multi-hump
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• Generation of Continuous Multivariate Distributions for Statistical Applications
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• About the exact simulation of bivariate (reciprocal) Archimax copulas
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• A general approach to generate random variates for multivariate copulae
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• Simulations of full multivariate Tweedie with flexible dependence structure
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• scientific article; zbMATH DE number 3930214 (Why is no real title available?)
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• Choosing a random distribution with prescribed risks
• On simulating multivariate non-normal distributions from the generalized lambda distribution
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