Linear Transformation to a Set of Stochastically Dependent Normal Variables
From MaRDI portal
Publication:3252188
DOI10.2307/2280849zbMath0084.14201OpenAlexW4235144762MaRDI QIDQ3252188
Publication date: 1957
Full work available at URL: https://doi.org/10.2307/2280849
Related Items (3)
A Simple Distribution-Free Algorithm for Generating Simulated High-Dimensional Correlated Data with an Autoregressive Structure ⋮ Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix ⋮ Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion
This page was built for publication: Linear Transformation to a Set of Stochastically Dependent Normal Variables