Efficient Monte Carlo algorithms for evaluating the correlation characteristics of conditional mathematical expectations
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Publication:4162375
DOI10.1016/0041-5553(77)90088-XzbMath0381.65003OpenAlexW1971258287MaRDI QIDQ4162375
Publication date: 1978
Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0041-5553(77)90088-x
Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)
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