scientific article; zbMATH DE number 6458328

zbMath1316.62066MaRDI QIDQ5262084

Jun Yan, Xiao-Jing Wang

Publication date: 13 July 2015

Full work available at URL: http://journal-sfds.fr/article/view/157/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

importance samplingelliptical distributionconditional samplingmarginal consistency

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (4)

An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations ⋮ On the asymptotic covariance of the multivariate empirical copula process ⋮ Identifiability and estimation of meta-elliptical copula generators ⋮ Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals

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