Generating dependent random numbers with given correlations and margins from exponential dispersion models

DOI10.1080/00949659708811797zbMath1102.65304OpenAlexW2124863074MaRDI QIDQ4346984

Peter X.-K. Song

Publication date: 1997

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811797

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

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