MCQMC Methods for Multivariate Statistical Distributions (Q3504214)

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MCQMC Methods for Multivariate Statistical Distributions
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    MCQMC Methods for Multivariate Statistical Distributions (English)
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    11 June 2008
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    numerical examples
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    multivariate normal distribution
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    quasi-Monte Carlo methods
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    multivariate \(t\) distribution
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    spherical-radial transformations
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    separation-of-variables transformations
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    Monte Carlo methods
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    randomized quasi-Monte Carlo methods
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