Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation (Q3625286)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation |
scientific article |
Statements
Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation (English)
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12 May 2009
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cumulants
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Monte Carlo
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non normal
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rank-order statistics
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simulation
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numerical examples
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power method transformation
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algorithm
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controlled correlation structures
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