Simulation of some multivariate distributions
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Publication:3145342
zbMATH Open1263.62092MaRDI QIDQ3145342FDOQ3145342
Publication date: 19 December 2012
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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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- A three-class variance swapping technique for simulation experiments
- Simulations of full multivariate Tweedie with flexible dependence structure
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- Random variables generated by ranks in dependent schemes.
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