A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
From MaRDI portal
Publication:4136391
DOI10.2307/1268627zbMath0362.65003OpenAlexW4239436588MaRDI QIDQ4136391
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/1268627
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)
Related Items (6)
An algorithm for generating correlated random variables in a class of infinitely divisible distributions ⋮ Operationalizing approximate multiattribute utility functions for use in practice ⋮ Generating random deviates from multivariate Pearson distributions ⋮ Reliability analysis of hydraulic structures considering unit hydrograph uncertainty ⋮ Construction of random vectors of heterogeneous component variables under specified correlation structures ⋮ A supplement to sowey's bibliography on random number generation and related topics
This page was built for publication: A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
