Pages that link to "Item:Q4292063"
From MaRDI portal
The following pages link to Polar Generation of Random Variates with the t-Distribution (Q4292063):
Displaying 10 items.
- On simulation and properties of the stable law (Q257653) (← links)
- \(t\)-Copula generation for control variates (Q622215) (← links)
- Multivariate distributions defined in terms of contours (Q951083) (← links)
- Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
- Skew \(t\) distributions via the sinh-arcsinh transformation (Q1761549) (← links)
- A simple generator for the \(t\) distribution (Q2471834) (← links)
- Empirical scaling of the length of the longest increasing subsequences of random walks (Q2969875) (← links)
- Complexity Questions in Non-Uniform Random Variate Generation (Q3298440) (← links)
- THE WRAPPED <i>t</i> FAMILY OF CIRCULAR DISTRIBUTIONS (Q3592376) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)