Random variate generation for the generalized inverse Gaussian distribution
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Cites work
- A rejection technique for sampling from T -concave distributions
- A simple algorithm for generating random variates with a log-concave density
- A universal generator for discrete log-concave distributions
- Adaptive Rejection Sampling for Gibbs Sampling
- Generating inverse Gaussian random variates by approximation
- Generating Random Variates Using Transformations with Multiple Roots
- scientific article; zbMATH DE number 2127973 (Why is no real title available?)
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 3635287 (Why is no real title available?)
- scientific article; zbMATH DE number 2002843 (Why is no real title available?)
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- Statistical properties of the generalized inverse Gaussian distribution
- The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
- Transformed density rejection with inflection points
Cited in
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- Random variate generation for the truncated negative gamma distribution
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral
- A simple algorithm for generating random variates with a log-concave density
- Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion
- Generating generalized inverse Gaussian random variates by fast inversion
- Random variate generation by numerical inversion when only the density is known
- Efficient procedure to generate generalized Gaussian noise using linear spline tools
- Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data
- Universal methods for generating random variables with a given characteristic function
- boodist
- The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
- Comparing stochastic volatility specifications for large Bayesian VARs
- Quantile regression in random effects meta-analysis model
- Point process simulation of generalised hyperbolic Lévy processes
- Time-dependent shrinkage of time-varying parameter regression models
- Generalized Bayesian MARS: tools for stochastic computer model emulation
- Locally time-varying parameter regression
- Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation
- A continuous Gaussian mixture approach to sample multivariate Gaussians constrained by linear inequalities
- Generating generalized inverse Gaussian random variates
- Generating inverse Gaussian random variates by approximation
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