Construction of random vectors of heterogeneous component variables under specified correlation structures

DOI10.1016/J.CSDA.2003.10.010MaRDI QIDQ956965zbMATH OpenOpenAlexFDO

Authors Chul G. Park

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2003.10.010

zbMATH Keywords

quasi-likelihoodinfinitely divisible distributionsheterogeneous variablescorrelation structurerandom vector generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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