Efficient dependency models: simulating dependent random variables

DOI10.1016/j.matcom.2022.04.018OpenAlexW4224881919WikidataQ114149869 ScholiaQ114149869MaRDI QIDQ2672394

Matieyendou Lamboni

Publication date: 8 June 2022

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.10092

zbMATH Keywords

multivariate distributionsdependent variablesefficient samplingdependent generalized sensitivity indicesrandom values

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Related Items (1)

On exact distribution for multivariate weighted distributions and classification

Cites Work

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