C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions (Q2815446)

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scientific article; zbMATH DE number 6599271
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C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions
scientific article; zbMATH DE number 6599271

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    29 June 2016
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    statistics
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    simulation
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    random variable generation
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    multivariate distribution
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    correlation
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    C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions (English)
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