Efficient simulation of a bivariate exponential conditionals distribution

DOI10.1016/J.CSDA.2007.10.013zbMath1452.62359arXiv0909.4129OpenAlexW2086108472MaRDI QIDQ1023558

Yaming Yu

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.4129

zbMATH Keywords

simulationrejection algorithmbivariate exponential conditionals

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

A Proportional Hazards Model for Successive Duration Times Under Informative Censoring ⋮ Efficient simulation of complete and censored samples from common bivariate exponential distributions

Cites Work

• Reliability for some bivariate exponential distributions
• Bivariate Distributions With Exponential Conditionals
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