A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
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Publication:4136391
DOI10.2307/1268627zbMath0362.65003MaRDI QIDQ4136391
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/1268627
62H05: Characterization and structure theory for multivariate probability distributions; copulas
65C05: Monte Carlo methods
60E05: Probability distributions: general theory
65C10: Random number generation in numerical analysis
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