A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
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Publication:4136391
DOI10.2307/1268627zbMATH Open0362.65003OpenAlexW4239436588MaRDI QIDQ4136391FDOQ4136391
Authors: Gerd Ronning 
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/1268627
Probability distributions: general theory (60E05) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cited In (6)
- Construction of random vectors of heterogeneous component variables under specified correlation structures
- A supplement to sowey's bibliography on random number generation and related topics
- An algorithm for generating correlated random variables in a class of infinitely divisible distributions
- Generating random deviates from multivariate Pearson distributions
- Operationalizing approximate multiattribute utility functions for use in practice
- Reliability analysis of hydraulic structures considering unit hydrograph uncertainty
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