A 1-1 poly-t random variable generator with application to Monte Carlo integration
type: Item
instance of: scholarly article
title: A 1-1 poly-t random variable generator with application to Monte Carlo integration
zbMATH Open document ID: 0586.65002
DOI: 10.1016/0304-4076(85)90031-4
author: Luc Bauwens
author: Jean-Francois Richard
published in: Journal of Econometrics
publication date: 1985-01-01T00:00:00Z
review text: This interesting and important investigation arises from the need for suitable pseudorandom generators for the calculation of multiple integrals by Monte Carlo methods. The interest lies specifically in so- called m-1 poly-t densities (a phrase habitually described in English as ''a mouthful'') which are the ratios of a product of m multivariate t densities to a single multivariate t density, and their generation by reasonable computational means.
reviewed by: Brian Conolly
Mathematics Subject Classification ID: 65C10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65D32
zbMATH DE Number: 3940587
zbMATH Keywords: pseudorandom generators
zbMATH Keywords: multiple integrals
zbMATH Keywords: poly-t densities
zbMATH Keywords: mouthful
MaRDI profile type: Publication
full work available at URL: 0304-4076(85)90031-4
OpenAlex ID: W1981227658
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description: scientific article; zbMATH DE number 3940587