Construction of random vectors of heterogeneous component variables under specified correlation structures

DOI10.1016/J.CSDA.2003.10.010zbMath1429.62031OpenAlexW1981965646MaRDI QIDQ956965

Chul Gyu Park

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.10.010

zbMATH Keywords

infinitely divisible distributionsrandom vector generationquasi-likelihoodcorrelation structureheterogeneous variables

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20) Random number generation in numerical analysis (65C10)

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• A method to generate autocorrelated uniform random numbers

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