Generating correlated random vector involving discrete variables (Q2979941)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating correlated random vector involving discrete variables |
scientific article |
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Generating correlated random vector involving discrete variables (English)
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27 April 2017
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correlation
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discrete distribution
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Gaussian copula
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NORTA algorithm
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quasi Monte Carlo
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numerical example
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false position method
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