A simple approach to the generation of uniformly distributed random variables with prescribed correlations

DOI10.1080/03610919908813578zbMath0968.65502OpenAlexW2065343359MaRDI QIDQ4490204

Michael Falk

Publication date: 11 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813578

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (10)

Monte Carlo methods ⋮ Generating Bivariate Uniform Data with a Full Range of Correlations and Connections to Bivariate Binary Data ⋮ Smoothed quantile regression with large-scale inference ⋮ Handling high-dimensional data with missing values by modern machine learning techniques ⋮ Quantile regression under memory constraint ⋮ Copulas with Prescribed Correlation Matrix ⋮ FACTORISABLE MULTITASK QUANTILE REGRESSION ⋮ Order selection in finite mixtures of linear regressions ⋮ Artificial intelligence for determining systematic effects of laser scanners ⋮ Mixed data generation packages and related computational tools in R

Cites Work

• A Note on the Generation of Random Normal Deviates
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A simple approach to the generation of uniformly distributed random variables with prescribed correlations