Behavior of the NORTA method for correlated random vector generation as the dimension increases
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Publication:4564837
DOI10.1145/937332.937336zbMATH Open1390.65009OpenAlexW2057237348WikidataQ131617191 ScholiaQ131617191MaRDI QIDQ4564837FDOQ4564837
Authors: Soumyadip Ghosh, Shane G. Henderson 
Publication date: 12 June 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/937332.937336
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- Corrigendum
- Correlated endpoints: simulation, modeling, and extreme correlations
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- Generating a random collection of discrete joint probability distributions subject to partial information
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
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